Noaloha, the answer to your question most likely resides in .charScript/.itemScript editing rather than the Story script editing (which uses different syntax/commands) this thread is concerned with.
That being said, I reckon that the character's CharScript would look like this-
INIT
CHARACTER:__Me
EVENTS
EVENT HelpHelpFireFire
ON
OnDamage(Fire,_,_,_)
ACTIONS
IF "!c1"
CharacterHasStatus(__Me,BURNING)
THEN
CharacterApplyStatus(__Me,BURNING)
CharacterWander (3, 3)
ENDIF
You can look at the Torch.itemScript for how to trigger stuff with fire and burning.
Edit: The reason the CharacterWander command isn't showing up in Story editing is because it's a .charScript command. All of the commands listed in that page you linked to are .charScript/.itemScript commands.
Edit #2:
For Story editing, it appears that all of the functions (or at least, their names and what arguments are necesssary for using them) are defined in the story_header.div in the Data/Mods/Main/Story/RawFiles folder. Most of these aren't on the Wiki (and the arguments for them are definitely not on there yet)