From what I've been able to determine, Wendy spent an entire year cohabitating with the girl she likes and never even realized she does like her that way. She knows where babies come from, but only from a purely biological standpoint. Whenever the Heartfilia girl summons that perverted maid of a Celestial Spirit, she's hopelessly confused. Please, for the love of all that is good, get somebody to give her The Talk, because her guildmates clearly never got around to it.