As far as I know there is no multi-band compressor in Wwise as of right now, but you could create your own (though I wouldn't super recommend it) by creating a bus with three child busses, each with an EQ that filters out all but the desired bandwidth (like a 'Low' bus that has a LPF that filters everything above 400Hz or so) and then a compressor on each after the EQ.
I would very much recommend using a DAW plugin to do multi-band compression, but if you're doing some cool in-game interactive compression I guess this would work to a certain extent :)
-Blake