I have wget installed on my path
If you are using MacOS, then probably, NO, you do not have it installed on your path. Probably you used .bashrc or equivalent to add directories to your PATH environment variable. That will not work because programs that are launched using icons do not start login shells, and most of the shell initialization files are only processed for login shells.
In MacOS, you can use launchctl to add to your system PATH
Or you can add the executable to /usr/bin
Or you can set the path in your ! command, such as
!PATH=/usr/local/bin:$PATH wget --load-cookies ~/.urs_cookies --save-cookies ~/.urs_cookies --keep-session-cookies urlname
Or you can name the executable directly such as
!/usr/local/bin/wget --load-cookies ~/.urs_cookies --save-cookies ~/.urs_cookies --keep-session-cookies urlname