While most fish do not have an opaque membrane they can wink with, like we do our eye lids, most do havea transparent membrane they can move, so it does look like a wink.
Some also roll their eye up into the socket for a similar effect.
Noel, my Betta does something that resembles winking. I keep doing double takes wondering if I have really seen what I thought I did, but it really does look like he winked at me. It just makes me want to melt, it's so cute.