Start by reading through the FAQ on custom code posted above, which I’m also linking here for your convenience:
https://community.smartthings.com/t/faq-an-overview-of-using-custom-code-in-smartthings-smartthings-classic/16772
That FAQ will explain all of those acronyms to you and walk you through the basic steps you’ll need to follow to use and implement any custom code, including the code you’ll need to use to connect your Wink fan to SmartThings.
Once you’ve read through that and have a basic understanding of using custom code, then come back and get the code and instructions specific for this device here:
https://community.smartthings.com/t/beta-v0515-hampton-bay-zigbee-ceiling-fan-light-controller/85084