For starters you have the inductance itself. The one you linked there is 560uH, whereas a Fasel wah inductor is typically 560mH, 1000x higher inductance. As for a transformer primary, that's going to depend on the transformer.
Second of all you have power rating. These are fairly wimpy at 1/4W, meaning if you're using them as anything aside from a simple audio filter you may fry it. In a wah that's less important as your typical audio signal won't need a massive power handling, but if you're using it as a power supply filter or in a SMPS then you're likely to fry it.
An inductor is just wire wrapped around a core, this is just small wire (which relates to power rating) wrapped around a small core a small number of times (which relates to inductance and DCR).