W is not too horrible to calculate (although for large sample sizes it's not necessarily a walk in the park...). But the sampling distribution of W isn't too nice. I don't know exactly how each program is calculating the p-value but W is constrained between 0 and 1 (actually there is a lower bound slightly higher than 0 that is dependent on the sample size but it's not pretty so I don't feel like typing it up) and under the null hypothesis W should be 'close' to 1. If the data isn't actually normal we expect W to be further from 1. This is by construction of W and if you don't want to look into the math or the original paper then you'll just have to take my word for it.
So the p-value is obtained by looking at the probability that W is less than or equal to the observed value of W. This can be computed through some approximation or possibly by simulation - it depends on how the program decided to implement it.
Why is the observed value of W included in SPSS output? Because it's calculated and some people might be interested in it. I can't provide any more information than that but I don't see why it shouldn't be provided.
I posted the wikipedia link because you just asked "what it means" and it talks about that slightly. You never really explained what you meant by that though and it's hard to read your mind. You don't seem interested in understanding what test statistics are actually used for so I figured I'd provide a link that gives some details and you might be able to answer some questions yourself since it wasn't clear to me exactly what you wanted.
Please try to be more appreciative of the people attempting to help you. Nobody attacked you and we've only been trying to help. If the help we attempted to provide wasn't good enough then I suggest you try to provide more details on what you're looking for instead of asking the members here if we're drunk. I don't mean any offense but one sign that you're not doing a good job of asking a question is that you're not getting responses that seem to be helpful. I would suggest checking out
this thread for some guidelines on smart posting behavior that can help you get answers that are better much more quickly.