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The default is to show the menu bar. If you want to restore the default preferences, there is a button for that in the preferences dialog (Edit > Preferences or Wing Pro > Preferences on macOS). Then you can hide the menu bar from the "hamburger" configuration menu icon in the top right of Wing's Window (but not on macOS where it of course can't be hidden).
One caveat is that on some older Ubuntu versions (16.04 a least) the menu bar never shows up at all, and then only way to access it is by selecting Hide Menu Bar in the configuration menu so that the menu bar items appear inside that menu.