Diphthongs:

ㅘ

It is pronounced Wa

As in Wash

Example:

황 / Hwang

사과 / Sagwa (Apple)

ㅙ 

It is pronounced Wae

As in Wave

Example:

왜 /  Wae (Why)

ㅝ

It is pronounced Wo

As in Women

Example:

시원 / Siwon

원더 / Wonder

ㅟ

It is pronounced Wi

As in Wedding

EX:

When

ㅞ

It is pronounced as Weh

As in Wedding

This sounds like 2 other diphthongs.. so it'll get confusing at times.

I'll explain more at the end

Examples: 

웨딩 / Wedding