The Wings started the Saskatchewan Junior Hockey League contest with a pair of unanswered first period goals to lead 2-0. Cooper Chisholm scored 4:33 in and Jackson Hassman at 10:39.
Ty Mason made it 3-0 only 3:40 into the second period, and Colby Feist extended the lead to 4-0 at 5:51.
Steven Norum finally put the Terriers on the board at 8:12, with JD Hall making it 4-2 at 10:59.
It looked like the Terriers might mount the comeback when Norum scored his second of the contest, a powerplay marker at 14:17 of the third period to draw within one at 4-3.
But, the Wings added a powerplay goal from Ethan Whillans at 18:51 to complete a 5-3 win.
The Terriers split goaltender time with Bradley Mistol allowing for goals on 18 shots to be tagged with the loss in 25:51 of play.
Kael DePape played 33:06 and allowed one goal on eight shots.
Jason Fellner was in net for Weyburn facing 42-shots.
The Terriers head to LaRonge Friday, and are scheduled to play in Nipawin Saturday.