I just select the Wingdings font from the drop-down list in Story Editor. Or, while experimenting, I have also specified Wingdings in the properties box for my text frame. Then I type the letters corresponding to the symbols I want. If I want a snowflake I type a capital T. If I want a round bullet I type a lower case L.
I have also tried typing the Wingdings character I want in Word and pasting it from there into Scribus. Same result. Although I have just discovered that the one thing that does work is to create a text frame, set the font as Wingdings in the properties box, copy my characters from Word, and paste them into the frame. If there is any other text in a different font in the frame, or if I try to add text in a different font in the same frame, the Wingdings disappear. But even if the frame is empty with Wingdings as the default font, I cannot get them by typing directly in the frame. It also doesn't work to copy the characters from the Windows Character Map and paste them into my Scribus frame, although it does work to paste them first in Word, then copy from Word and paste into Scribus.
So if nothing else I could create a separate text frame one character wide to the left of my list frame and put my bullets in that frame by copying them from Word.
Cliff