Thats because you cant edit a models mesh without re-mapping it.(the new faces).And from the looks of it. Your map is only a box map. With basic metal. It should only take a few minutes to remap it. The model is very boxy. You need to learn about re-structuring edges where they arent needed to get rid of polys. You also need to use the chamfer tool. You cant just chamfer a model and it will look like a masterpiece. Each time you use a tool, you should know what its going to look like before you use it. This is why almost all successful modelers use multiple reference pictures. It seems you have only modeled based on 1 or maybe 2 pictures.
I hope this helps you in some way. I suggest you look at modeling tutorials and texturing tutorials in the near future. Your not bad, but you still have a long way to go, try not to get frustrated, and keep working at it until you have a finished project that you are satisfied with. Then when thats done, it doesn't stop. Work on the next project, maybe go for something more advanced, try high poly, subdivision, control edges, ambient occlusion maps, normal map baking, advanced UV unwrapping, good topology, high detail but low poly.
Then after you have all that down, i would start worrying about animation and rigging, but until then, i would focus on mentioned above. Also, Wings3D is good for basic tools, but you really cant produce the quality of models with it as you can with tools such as Blender ( while it has a hard learning curve it proves a quite useful tool), or 3ds Max ( expensive, but a free student version is available)
There are some other competitive packages that are close to the level of those two, but most people choose those for personal preference. Find something your comfortable with, but can still produce quality work in, and stick with it. I highly recommend once your done learning basics to switch from wings.
Good luck to you and your ventures into the competitive world of 3d Media. I hope i can help you with any questions, and i hope i have helped you with some bit in this post.