Well, it really is all a matter of what you're using to playback the .wav file. What you need is a player that supports .cue files directly. One such free player I found is clementine-player, however I haven't personally tried it.
Make a text file in notepad named the same as your .wav file, but name it .cue
The text(cue) file should be like this:
TRACK 01 AUDIO
TITLE "Whatever you call the first track"
PERFORMER "I don't think you have to include this"
INDEX 01 00:00:00
TRACK 02 AUDIO
TITLE "Second Track PT 1"
INDEX 00 02:47:74
INDEX 01 02:48:27
TRACK 03 AUDIO
PERFORMER "You guys"
INDEX 00 02:48:27
INDEX 01 04:00:15
and so on... notice that the important parts are the index points- everyone but the first gets 2; INDEX 00 and INDEX 01. INDEX 00 is going to be the end point, or "INDEX 01" of the previous track. INDEX 01 will, of course, be the endpoint of the current track. (Not to mention the INDEX 00 of the NEXT track).
The audio player should read the cue file directly and give you your cue points. Not the easiest way of going about it, but it's what you asked for. :)