A wagon or cart.
“Wain” seems to come from the old English wayn and the Dutch wagen. There are only so many words for “wagon” or “cart,” so when you find a nice, uncommon one like “wain,” you store it away for future use!
As a matter of fact, I employed it in a Simeon story I wrote some time ago. If you’re a fan of Christian samurai fantasy, keep an eye out for that one!
In the meantime, let’s have a look at Robert E. Howard’s use of the word:
Balthus said nothing as he looked down at the pitiful forms in the road beside the burning wain. Both were young, the woman little more than a girl. By some whim of chance the Picts had left her face unmarred, and even in the agonies of an awful death it was beautiful. But her soft young body had been hideously slashed with many knives—a mist clouded Balthus’ eyes and he swallowed chokingly. The tragedy momentarily overcame him. He felt like falling upon the ground and weeping and biting the earth.
– Robert E. Howard, “Beyond the Black River,” (1935)