It's too bad wget does not support a SOCKS proxy. To tunnel wget through an SSH tunnel you'll have to rely on a statically mapped port:
plink -L 8080:example.com:80 server
This command opens a local TCP port 8080 and routes all connections to example.com port 80, using an SSH connection to server. Here, server can be either the URL or IP of an SSH server or the name of a putty profile.
wget can now be pointed to the localhost:8080, but this won't work if the HTTP server is using virtual hosts. Use the --header= option to insert a fake host string in the HTTP request: