I have frozen chicken wings and oil. How can I cook these on the stove?

I don't advise frying frozen chicken wings in oil. It's a guaranteed mess and safety hazard (especially when you try to deep fry frozen). Thaw the wings, season (any seasonings you like; at the simplest, salt & pepper), then deep fry or shallow fry. You can use a cast iron skillet or a dutch oven (any medium to large pot would work).

Hope this helps.