In the A Song of Ice and Fire novels, the only Wex is Wex Pyke, the bastard son of Lord Sargon Botley of Lordsport. He's twelve years old and born mute. He becomes Theon's squire as part of Theon's deal with Lord Botley to buy a horse from him. Wex goes with Theon on the raid of the Stony Shore, the assault on Winterfell, and the hunt for Bran and Rickon. When Theon calls on his men to stand alongside him against the Northmen trying to retake the castle, Wex is the first to stand with him, shaming other men into agreeing to stay as well.