During the years Wenck held the post, the railway network in Denmark experienced a strong expansion and he designed around 150 stations of which 15 are listed today.
He attended the Royal Danish Academy of Fine Arts from 1869 studying under Ferdinand Meldahl and Christian Hansen, graduating in 1876.
In 1878 he won the Academy's small gold medal for a project for a library in Neo-Gothic style and received a travel scholarship which took him to Italy from 1883 to 1885.
They are designed in a fabulating National Romantic style which draws on inspiration from Martin Nyrop.
With many of the stations, his approach was that of Gesamtkunst to the effect that he also designed the signs, door handles, chandeliers and painted frescos.