How does it work- can I take 4 of e.g. interceptors and have them docked on a Gozanti, and when the time is right- launch them all as a single wing, if one of them is a wing leader?

I don’t believe a wing can start docked.

Yeah:

Placing Wings during Setup During the Place Forces step of setup, the entire wing is placed immediately after the wing leader is placed at their initiative. Ships that are part of a wing cannot be docked or placed in reserve unless a specific scenario dictates it.

2 hours ago, Gberezowsky said:

Yeah:

Placing Wings during Setup During the Place Forces step of setup, the entire wing is placed immediately after the wing leader is placed at their initiative. Ships that are part of a wing cannot be docked or placed in reserve unless a specific scenario dictates it.

Epic Rules Reference pg 5