WMF (Windows MetaFile) and EMF (Enhanced MetaFile) are Windows-specific vector formats, used by some Windows-only software (such as Microsoft Office) for data interchange or storing vector clipart. Of these, EMF is more modern and generally preferable (if you have a choice). Inkscape supports EMF import and export natively but only on Windows (because it uses the operating system’s support for this format).
Import of WMF as well as another, non-Microsoft vector “metafile” format called CGM is also available on any platform if you have the UniConvertor utility which converts WMF or CGM directly to SVG.