When a rifle has WMR on the rifle or packaging the WMR stands for Winchester Magnum Rimfire.
The WMR is the type of bullets the rifle takes so you would buy WMR or Winchester Magnum Rimfire bullets for your rifle.
The bullets come in all different sizes but that's what it means and is just an abbreviation for Winchester Magnum Rimfire.
The cartridges are also more commonly called .22 WMR, .22 Magnum, or simply .22 Mag, is a rimfire rifle cartridge.