If you use an oil finish on wenge, the lighter striations will get darker, and will be much less noticeable than when the wenge is freshly sanded or planed. If you want to keep the contrast between the two colors you would need to use a different finish. Alternately, I've seen wenge that has been bleached, to increase the contrast between the light and dark striations, and I believe I've seen instances of people using a light or white stain fir the same purpose. I don't have enough experience with either to give you better advice though.
A warning about wenge. The wood can split easily, and it tends to be nasty in regards to splinters. The splinters tend to be smooth so in some ways it's not as bad as a wood like purpleheart, but the splinters also tend to be sharp and brittle. If you do get splinters I would recommend cutting them out with a clean razor blade if you can't get them out with tweezers. I would also recommend gloves and arm protection.
Wenge also tends to tear out while planing if you take too heavy a cut, or your knives aren't sharp enough. The contrast in hardness between the dark and light grain can make the tearout way worse than with typical North American hardwoods.