The Wii console itself has no fly-catching capability. You might be thinking of the Wii Remote—its elongated shape and motion-sensing gameplay (swinging, waving, pointing) have led many to jokingly compare it to a fly swatter.
But it's purely a controller. It doesn't attract, trap, or detect insects. If you're dealing with actual flies, you'll need a real swatter, trap, or repellent—not a gaming peripheral.
If you had a different device or game in mind, feel free to share more details!