PKHeX can be used to import wondercards from our event gallery using these steps. Please note that the below screenshots show what it looks like for Gen 5 saves, but the same procedure works for Gen 4, 6 and 7 saves. If you are using a Gen 4 save, please note the difference between PCD and PGF files: PCD files contain the entire wonder card, while PGF files only contain the gift.
Start PKHeX and load your save file as described in a previous section.
Click the Mystery Gift button.