To be honest, it is a legitimate question for someone not familiar with its usage. After all, using a cartridge razor with some can shaving gel would still be considered wet shaving, and the OP hasn't really elaborated on the usage of the term.
'Wet shaving' is often used interchangeably with 'traditional shaving'. Instead of using cartridge razors, you use razors that hold replaceable double edged blades, and instead of rubbing shaving gel on your face from a can, you use a shaving brush and shaving creme (usually in a small tub). There's a technique involved in this kind of shaving because you can't just run the razor across your face and expect the same results as what you would get using a cartridge razor.
Guys with sensitive skin find traditional shaving to be a lot more useful than those with less sensitive skin and straight facial hair. So if you've ever felt uncomfortabe after a cartridge razor shave, if your skin has felt a burning and tingling sensation afterwards, or if you're tired of getting razor bumps on your jaw, then traditional shaving would probably suit you.