Very short answer: In discrete time* using the nomenclature of wvtool and freqz, "Hz" means cycles/sample (not cycles per sec). Here, a cycle is one trip around the unit circle. So 1 cycle / sample = 1 Hz = 2*pi rad / sample. Applying to the numbers in the Question from wvtool:
% 0.039062*pi (rad/sample) * 1 Hz / 2pi (rad/sample)
fHz = 0.039062*pi / (2*pi)
Convert to milli-Hz
fmHz = fHz*1000
Or we can invent a new unit called pi-rad (or prad), which is what fvtool and freqz use for plotting, in which case 1 Hz = 2 prad/sample
fHz = 0.039062 /2
However, be careful with freqz, because freqz without output arguments (and an unspecified sample rate) will plot the angular frequency using prad/sample on the x-axis
freqz(rectwin(45))
but requesting the angular frequency as an output argument returns rad/sample, which we can see by calling freqz() using the default frequency points that only traverse the top half of the unit circle
[h,w] = freqz(rectwin(45),1,10000);
w(end) % should be ~pi rad/sample
*discrete time in this context simply refers to sequences indexed by an integer w/o reference to any sampling of continuous signals.
