operator[] looks like this:
Value& map<Key, Value>::operator[](const Key& key);
If you call it with a key that's not yet in the map, it will default-construct a new instance of Value, put it in the map under key you passed in, and return a reference to it. In this case, you've got:
map<wstring,int> Scores;
Scores[wstrPlayerName]++;
Value here is int, and ints are default-constructed as 0, as if you initialized them with int(). Other primitive types are initialized similarly (e.g., double(), long(), bool(), etc.).
In the end, your code puts a new pair (wstrPlayerName, 0) in the map, then returns a reference to the int, which you then increment. So, there's no need to test if the element exists yet if you want things to start from 0.
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