As the video shows, 'wonder' is a highly expressive word that is commonly used in a social context, and, to a lesser extent, a professional one too.
'Wonder' can be used to express something amazing or surprising, or the emotion that something like that inspires in us. In this context, it can also describe something that has been highly effective or of great benefit.
Its opposite, 'no wonder,' refers to something unsurprising, and is often used after discovering the reason for something that you were confused or uncertain about. For example, it would be confusing if you arranged to meet a friend at a certain time and they failed to show up without providing an explanation. If you later found out that they had had an accident, you might say: "No wonder he/she didn't show up!" In that sense, 'no wonder' is similar to saying "now I know why."
Another common use for 'wonder' is to express curiosity or doubt. In this context, it can also be used as an especially polite way to introduce a topic into a conversation or to ask a question.