Step1 :- Write your application with HTML, CSS and JS, and test it in browser. You can start with alerting "Hello" or a simple calculator to add two digits. Feel free to use JS libraries like jQuery etc. Put all these files to a folder. For example "HelloApp".
Step2 :- Create an info.plist file in the same folder there your main HTML file is situated.
In this file you must put the "DisplayName" (You can put anything), "Identifire" (Something like com.anything.anything) and your "MainHTML" ( Main HTML file name).
Step3 :- Zip your folder and rename it to ".wgz" from ".zip". As example HelloApp.zip to HelloApp.wgz
Step4 :- Install it to your Nokia S60 or S40 phone.
You can check if your Nokia device supports for WRT technology here.