PyOpenGL has complete coverage of the WGL API, with the exception that the GetEnhMetaFilePixelFormat function is currently not supported.
Like the rest of PyOpenGL, the WGL module has a strict error mechanism. If a Windows error occurs during a WGL call then a WindowsError exception error is thrown. For Python versions less than 2.1, an OSError will be thrown instead.
For more information about WGL see the MSDN Library.