Your question is imprecise. A subset of the plane is never a path (which is a map $[0,1] \to \mathbb R^2$). I think you ask whether a subset $X \subset \mathbb R^2$ is the image of a path $f : [0,1] \to \mathbb R^2$ with the property that $f(s) = f(t)$ iff $\{s,t\} = \{0,1\}$. A necessary condition is that $f([0,1]) = X$.
There exist many maps $[0,1] \to W$ (e.g. all constant maps), but none of them is surjective. To see this, assume that there exists a continuous surjection $f : [0,1] \to W$. We have $W = A_1\cup A_2\cup A_3 \cup A_4 $, where $A_1=\{(x,\sin\frac{\pi}{x}):0<x \le 1 \}$, $A_2=\{ (0,y):-1\le y \le 1\}$, $A_3=\{(x,1+\sqrt{x-x^2}):0\le x \le 1\}$, $A_4=\{(1,y):0\le y \le 1\}$. See To show that Warsaw circle is simply connected. Pick $t_n \in [0,1]$ such that $f(t_n) =(\frac{1}{n + \frac 1 2},\sin (n\pi + \frac \pi 2))$. The sequence $(t_n)$ has a subsequence $(t_{n_k})$ converging to some $t_* \in [0,1]$. But then $f(t_{n_k}) \to f(t_*)$ which means that $f(t_*) = (0,\pm 1)$. There exists $\epsilon > 0$ such that $ \lVert f(t) - f(t_*) \rVert < \frac 1 2$ for $\lvert t - t_* \rvert \le \epsilon$. Thus the interval $J = [0,1] \cap [t_* - \epsilon,t_* + \epsilon]$ is mapped by $f$ into $W' = W \setminus \{(\frac 1 2, \frac 3 2)\}$. This shows that there exists a path in $W'$ connecting $f(t_*) = (0,\pm 1)$ with some point $f(t_{n_k}) \in A_1$. Hence $W'$ must be path connected which is known to be false. This is a contradiction, thus our assumption was false.