You can't attack Wendigo or run past him, he'll eat you. That's what the soldiers are for. Throw the soldiers at Wendigo and he will eat them. You will have to do this three different times. If you fail at any one of them you will have to restart. When you actually fight Wendigo you have to defeat him the same way you beat Sabretooth, run behind him and attack when STRIKE appears. You will have to throw him off the platform by moving the left joystick from right to left rapidly. Keep a distance and look out for the diamonds that come crashing down, if you get low on energy there are health canisters just above certain diamonds that are in the ground. Jump and grab them if you can.