Dear Osarodion
It is mentioned in quite detailed form in page 101 of the manual. However, I am going to describe what I have done to generate gwfn.data files.
First of all we need Gaussian program which provides us two important files, the checkpoint file name.chk and the output file NAME.LOG (or name.out), depending on the system we use. We should change the name.chk file to a formatted checkpoint file using the FormChk utility (Gaussian window-->Utilities--> FormChk; in my G03W. A window will pop up then so as to allow us to select the name.chk file.). It will convert the file to name.fch.
In my case I have just renamed it as name.Fchk, and it worked.
When I use Gaussview to feed Gaussian, it always gave NAME.LOG as output. And gaussiantoqmc code in CASINO do not accept it as the output file. I have to save the name.gjf file first, then open it using Gaussian to run the calculation and get the output as name.out.
After we have both the name.Fchk and name.out files in the same directory, we can just run gaussiantoqmc and follow the prompts.
The name of both the .Fchk and .out files must be the same.
It will give name.qmc file, which is then renamed to gwfn.data and should be saved to our working directory, where we have put the corresponding input file , since CASINO reads only gwfn.data (but not something like gwfn1.data or gwfnh2o.data, as far as I know).
This worked for me. If you are a G03W and CASINO in Ubuntu user, hope it will also work for you. If it didn't, experts are here.

-Jhalak