A "Wallet" is a digital wallet used to store tokens (cryptocurrencies) and NFTs.
After the release of "KANPANI☆GIRLS RE:BLOOM" the only external wallet that can be linked to the game account is planned to be MetaMask.
By linking your wallet to the game, you can export and import in-game items that can be converted into NFTs.
You'll need to connect your wallet yourself after starting the game. Detailed instructions will be provided after the game's release.