Why is the translation "mwanafunzi wa kwanza" and not "mwanafunzi kwanza?"
Because kwanza on its own means "to start", "to begin", "to begin with". To use it as an ordinal number modifying a noun, it needs to be used with "-a".
Mwanafunzi wa kwanza / wa pili / wa tatu ..." = The first / second / third ... student.
The help text even specifies that 'wa' is not needed.