At what point in the configuration do you get stuck?
I would say that WordPress is no different than another website.
Please first try if you can access the URL when there is no captive portal. Then find if all components of the web page, like images, jQuery, other scripts, CSS files, are on the same server. If so, it should work.
If you are using images/scripts/css/html from another server, you might need to whitelist that server as well.
You can check this video to see how it is configured with ClearPass. Wordpress should be very similar.