Incapacitated characters aren't necessarily dead, but are generally too beaten, battered, or bruised to do anything useful. They may not perform actions and are not dealt Action Cards in combat. Incapacitated Extras are removed from play.
Wild Cards are Incapacitated if they suffer more than three wounds (cumulatively or all at once). When a Wild Card becomes Incapacitated, make an immediate Vigor roll:
Savage Worlds Deluxe Edition p. 77