Is endian conversion required for wchar_t data?

Yes you will need to swap them. The bytes will be retrieved from the transport in the same order they were put in. Just at the other end the ordering of these bytes has a different meaning.

So you need to convert them to the correct endian-ness (is that a word?).

Endian conversion is not sufficient and as a consequence not needed. Sizeof(wchar_t) differs, and therefore the encoding too. Hence, you need to agree on an interchange format.

The logical choice is UTF-8. But since UTF-8 is byte-oriented, you do not have endianness issues anymore.

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