There is no way to know whether this large flying dragon-like creature is indigenous to the polar regions of the Girl Genius universe or if it is a construct made by the Polar Ice Lords. Wooster describes ✣ the one appearing in the strip as being "one of the last" of its kind, says wurms make good hunters (despite an evident lack of eyes) and implies that its activities are limited by climate and/or season. It is able to fly while carrying at least three people and a humanoid clank on its back.
At some point during the two-and-a-half-year Timeskip, Gilgamesh Wulfenbach's reduced empire is unsuccessfully attacked by the Lords and he takes a/the Wurm as a war-prize. Following Agatha and Co.'s reappearance at the Refuge of Storms, he and his entourage ride it while hunting them and briefly detaining Violetta and Tweedle. The two escape, but in the process the wurm helps wipe out an entire pack of Tweedle's Sparkhounds, and then proceeds to casually snack ✣ on the corpses.