Go to
www.nationalarchives.gov.uk
You will have in front of you search, visit us, research and learning, search the achives and some others
Put the cursor on search the archives and scroll down to The Catalogue and click
You have 3 boxes word or phrase, year range, department series code
Put the name in the first box and the initials WO in the departmnent series code
Click search and see what you get.
I would also suggest that on the home page you go to Research and Learning, scroll down to Military History and click then go to British Army and open that and then choose the option you want.
You could also go back to home get up the list on search the archives and scroll down to Documents on line and see whats there as they now have some 10th century Chelsea pensioner records ie Soldiers pension records
It's no worse than ancestry at times and after all we don't want family history to be too easy it's definitely a long hard trail!
Ed Officer