In this work we study the 3D smoothed particle hydrodynamics (SPH) structure and dynamics of the accretion disc generated in a close binary system by wind accretion from the secondary on to the compact primary. The binary system considered has stellar masses and separation between the components characteristic of the Her X-1-HZ Her system: the secondary is an F0 main-sequence or subgiant star not filling completely its Roche lobe, while the primary is a white dwarf. An interesting result of our simulation is that, in the stationary state, about 1/3 of the wind particles, which hardly collide with each other along the stream, are back-diffused towards the secondary, so that only about 2/3 of the particles lost by the secondary get inside the primary Roche lobe. Thus, it seems that wind accretion is less efficient than inner Lagrangian point (L1) accretion. The stationary disc is remarkably thick, but the specific angular momentum and temperature radial distributions are statistically Keplerian. The most interesting result is that the angular distribution of the radial Mach number shows persistent oblique shocks at the outer disc edge, which is different from the case of discs formed by the usual L1 accretion. We relate our results to those found by Sawada & Matsuda in their 3D hydrodynamic simulations.