To find the ratio of chicken wings to sandwiches, we take the number of chicken wings and divide it by the number of sandwiches.
Denise is making 25 chicken wings and 40 sandwiches. The ratio can be expressed as:
\[ \text{Ratio of chicken wings to sandwiches} = \frac{\text{number of chicken wings}}{\text{number of sandwiches}} = \frac{25}{40} \]
To simplify this ratio, we need to find the greatest common divisor (GCD) of 25 and 40, which is 5.
Now we can divide both the numerator and the denominator by their GCD:
\[ \frac{25 \div 5}{40 \div 5} = \frac{5}{8} \]
So, the ratio of chicken wings to sandwiches in simplest terms is:
\[ \boxed{5 : 8} \]