Wonders  are little pink stars that you get for fulfilling orders. When you collect the required number of Wonder stars, you'll advance to the next stage of the Wonder Fair event, and you'll be rewarded for doing so.

To find out how many Wonders you need to collect to advance to the next stage, click on the Wonder Fair event icon  in the game (it can be located either on the main mahjong screen or on the expedition screen).