Hi Anders - because MoI has a "hidden line" display with hidden lines displayed in a faint dashed line style and also accessible for selections, it doesn't really have a separate wireframe mode. Instead of switching to wireframe mode you instead just turn hidden line display on or off (View > "Display hidden lines").

But it is possible to hide faces like Pilou shows and there are also a couple of scripts that you can set on keyboard shortcuts for doing some other similar things localized to just the selected objects:
http://kyticka.webzdarma.cz/3d/moi/#SetSelectedObjectToWireframe

- Michael