Can wine be made from citrus fruits

You can look up nutritional information at the USDA nutrient database. Their entry for orange peel says that 100g of orange peel contains: 97 Calories, various minerals, and a few vitamins. You can compare it raw oranges to see how it differs from the rest of the fruit. You can also look up orange juice, etc.

You can also get some of that information (plus comparison to USDA recommended daily amounts and to other foods) at Wolfram Alpha. You can even have it compare orange peel and orange.

As rumtscho mentions, the pith (white part of the peel) is bitter. The zest (outermost colored part) is very fragrant (and flavorful).

Oranges vary in sourness depending on variety, cultivar, growing conditions, etc.

The best way to remove wax from citrus is simply to wash it with dish soap under warm, running water. Don't obsess about how long you should wash the fruit; usually the wax application is very thin and quickly removed.

There is no easy way to tell whether you have removed the wax, so if you return citrus to fridge after removing the wax, you might want to add a sticker to the fruit, or somehow indicate in another way that it has been washed, so that you know to use that piece of fruit promptly.

The true indicator that you have removed the wax is that the citrus will spoil more rapidly :(