Erin
wheat starch is just that, starch. It can be used as a thickening agent similar to corn starch etc
Even though it has been made from the same grain as wheat flour, it has gone through extra processing to obtain just the starch component of the grain. So it wouldn't be recommended to use on its own when baking, wheat starch doesn't have the glutinous properties (Sticky/Stretchy etc) required to get the desired results when baking in comparison to that of wheat flour.
Hope this helps.