How exactly or can I have the AI use the Wraiths?

Also how do I get my AI to walk around, instead of standing in one place after spawning?

The AI you have must have animations to enter the Wraiths. One way to do this is to make new animations for the AI's bipeds. This has the advantage of ensuring that their animations make sense when they enter the Wraiths, but doing so will take a longer time and require some skills in animating using software such as 3DS Max.

The other option involves changing the Wraith's seat label to something that your AI has existing animations for using Guerrila. For example, AI Spartans can use a variety of animations such as W-driver, W-passenger among others, so to allow them to be able to pilot Wraiths you need to change the Wraith's seat label to, say, W-driver instead of wraith-driver. To do so, open the .vehicle tag of the Wraith, look for a sections called SEATS and under it look for a field called label. Modifiy this field to an animation that your AI has.

Regardless of which option you choose from the above, you also need to tell the AI to actively seek out the Wraith(s) ingame and enter them before they can use the Wraith(s). To do so, you can use command lists or scripting.
The former can be done within Sapien (look under AI -> command lists and create a new instance. Under the new command list you just created uncheck the option "Allow initiative", and under commands create a new command with atom type vehicle, modifier driver and appropriate vehicle distance ie. the distance within which you want your AI to enter the Wraith's driver seat. Finally, under the specific spawn points for the AI encounter you want as the Wraith drivers, make sure that their command list field is set to the name of the command list you just created.), but has the disadvantage of making the AI enter ANY vehicle with a driver seat within the command list's vehicle distance radius, Wraith or not.
The latter requires some scripting knowledge, and that you know the name of the encounter/squads within the encounter you want as the Wraith drivers, as well as the ingame object name of the Wraiths. I would suggest you look up the Halo Scripting Bible (http://hce.halomaps.org/index.cfm?fid=2809), see the available commands and create your own script, but generally should look something like this:

### Anything after the 3 hexes is a comment, so remove them.
(script continuous wraith_enter_script  ### This makes the script continuous, but you can also make it startup.
     (vehicle_load_magic wraith_encounter\wraith_squad W-driver wraith1)
     ### This method makes the AI teleport into the Wraith immediately, but looks unnatural.

     (ai_go_to_vehicle wraith_encounter\wraith_squad2 wraith2 W-driver)
     ### This method makes the AI walk/run to the Wraith, but isn't immediate.
)

For this, the AI encounters need to have firing positions. They can be randomly placed at a reasonable distance from each other, such that they are close enough for the AI to register them as accessible firing positions but far enough to allow for movement.

That all makes a lot of sense now, but I think before I setup AI to use the wraiths, I need to fix the fact that when inside a wraith, for some strange reason, you cannot be killed. I learned this last night when I was running some tests on the level I've been working on. The Wraith I am using is this: http://hce.halomaps.org/index.cfm?fid=6438 If this is an issue with myself using the this Wraith, I think it may possibly pose a problem with trying to take out AI correct?
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So if I place random firing positions, my AI will walk around instead of being in one place looking like they're lost?

Still no change in their actions as far as the Wraiths...

As for their moving around, placing firing positions worked.

Also I was wondering how I get the Elites to move around when they are using a Ghost?

For the Wraiths being indestructable, that may have to do with the Wraiths allowing only damage from explosive weapons, eg. the Rocket Launcher/Fuel Rod Gun. Do a few more tests and see if that's the case. If so, you need to edit the Wraith's .vehicle tag, specifically the .model_collision_geometry.
To do so, open up the Wraith's .vehicle tag in Guerrila, and look for a field called collision geometry. Open whatever file is referenced by that field, and in the new window that opens look under flags. Uncheck/check whichever flags you want (they should be pretty self-explanatory), save the tag and open the map again in Sapien before recompiling the map.

To make the Elites move around in a Ghost, you need more than just firing positions for their encounters. You also need to ensure that the vehicle allows the AI to do so. Open up the Ghost's .vehicle tag in Guerrila, scroll all the way down until you see a section called $$$ VEHICLE $$$. In that section, under flags, ensure that "driver power wakes physics", "ai driver can-sidestep" and "ai driver hovering" is checked, and that "ai unused" is unchecked. Save the Ghost's .vehicle tag, and open the scenario in Sapien before recompiling the map.