You're confused.
The predecessor to the Genesis is the Sega Master System. It wasn't particularly popular in the United States, and there's no Wing Commander for it.
The Mega Drive is the European and Japanese name for the Sega Genesis (similarly, their name for the SegaCD is the MegaCD... and so forth). There's versions of Wing Commander for the SegaCD and the MegaCD (Japanese).
The 32X is an addon for the Genesis. It *could* work with the SegaCD, but it didn't really enhance the CD portion at all... (it couldn't *always* work -- I, for example, have a Sega CDX which won't let you use the 32X...).