This option is reachable through the "Utils" then "Executable stats" option in the main menu. It will show the size of the executable on disk, and the size of the different sections: initialized/non initialized data, and code sections.
This option will provide a table of all the functions defined in the current executable, sorted by size in bytes.
You obtain a table with all the loaded files, their number of lines, and their size in bytes by choosing "Window" then "Statistics" in the main menu of Wedit.