Wilkinson added: “They are building a legacy in Wales and are trying to put this game on the map for women and to change the game for women in Wales.
“This is the latest opportunity and I think you can do a lot with that kind of freedom, so I’m looking forward to it.”
Wales are returning to Nations League A for the first time since being relegated from that level in 2023.
The matches are scheduled to take place between February and June 2025, so could be ideal preparation for Euro 2025 in July should Wales get there.
“We’ll look at it as some of our preparation for the Euros,” Wilkinson added.
“There’s no easy group and this is the goal, to be in League A and to be competing and improving as a nation.
“I didn’t care which group because it’s about building the game at home and giving exposure to our players against some of the best nations in the world.”
Wales’ three Nations League opponents all qualified for the 2023 World Cup in Australia and New Zealand.
World Cup semi-finalists and former European Champions Sweden are ranked fifth in the world.
Italy finished as European Championship runners up in 1993 and 1997 while Denmark achieved the same feat in 2017.
“I was looking at these groups and Fara [Williams], who did a great job as part of the draw, said, ‘I’m sure Wales and Scotland are happy they avoided England’. Not at all,” said Wilkinson.
“I think that group would have been so much fun. Why would we want to be in League A if it’s not to play the most exciting games where we are going to be challenged as best as possible?
“I know the coach for Denmark very well [Andrée Jeglertz], we were both assistants for Canada together. Sweden as a country, I know a lot about and I have huge respect for Italy, a country I lived in and played in.
“So it’s great to be back in the top league and being challenged by these top teams and any one of those pots would’ve done that for Wales.”