Despite the saying, there ARE stupid questions- but this is not one of them.
It means Winchester Magnum Rimfire- the formal name of the .22 magnum.
There is also .22 WRF- Winchester Rimfire (like a .22 mag Short) There was also .22 Winchester Auto, .22 Remington Auto, a .22 Special, and a .22 Velo Dog (Euro .22 centerfire) and .22 BB cap, CB cap, short, long long rifle, and extra long. Most of these (except the ones in blue) are obsolete, and not often seen.
What we have here is... failure- to communicate.