You can provide a Tech that allows a Wonder to be built and functional to all of the CIVs you want to be able to build it. Then, simply do not provide that Tech to any CIVs that you do not want to be able to build the Wonder.
Set a Tech that makes it Obsolete that only the CIVs you do not want the Wonder to function for have and set that Tech to make the Wonder Obsolete.
... You can accomplish this by setting Free Starting Techs for the CIVs in the editor.
This will allow the Wonder to be built and or to function and not function according to the CIV that wants to build it and the CIV that owns it through out the game.
An example is in EFZI2, I provided "Humanity" as a Free Tech to all of the Human Factions in the Game but not the Zombies. The Zombies are the only Faction that has the Free Tech "Zombification". The Tech "Humanity" is a Requirement to build the Detective's Office "Wonder", so any Human Faction can build it. It becomes Obsolete if the Zombies capture the Wonder after it has been built and they cannot build it if it has not been built.
... If the Zombies capture the Wonder and any of the Human Factions re-capture it, it becomes functional again.
Remember that the Requirements set to build a Wonder ONLY affect who can build it, Not who it is functional for. It is the setting such as a Tech or Government you set to make it Obsolete that causes it to be Obsolete or not functional... in other words, No benefits from it such as Auto-produced units, etc...
You can also Pre-place Wonders and simply set what causes them to become Obsolete.
Note...because Pre-placed Wonders cause the Advisor to report to the player that they are being built when the game starts, you can set the Wonders to require a high number of Armies to be built. This stops the False Advisor comments when the game starts.
You can set the Requirements to build a Wonder for Only one CIV then ANY CIV who gains the Wonder, after it is built by the only CIV that can build it, will benefit from it the same. Then you can set the Tech or Government you want to make it Obsolete.
The "Authorities" Faction is the ONLY Faction who can build the "Police Department" but after they build it, ANY other Human Faction will benefit from it when they capture it except the Zombies because it is set to be Obsolete with Zombification
IF a Wonder is destroyed by razing the City it is in for example... it is Gone and cannot be rebuilt.