Shaded + wireframe modes

They just draw the object as wireframe, usually with some depth bias to avoid z-fighting.
A somehow better way would be to calculate per pixel the distance of the pixel to the edge of the triangle and based on this to blend in the black color. you would probably get smoother lines, but that's kinda just eyecandy and wireframe rendering is not an artistic goal but rather functional.

You can set a wireframe render as a global renderstate on most SDK's, but that's not the end of the story.

If you draw the object solid and then again in wireframe, the result will not be pleasing. Firstly there will be nasty artefacts due to z-fighting of the lines pass, which is often fixed by pulling back a bit towards the camera.

The real problem though is that your mesh if made of triangles, and if you want it to draw quads then you need a post-process pass on your model to pick only the lines you want to draw and then draw the thing as a linelist instead of a trilist iyswim.

Most modelling packages keep their mesh data in higher-order data systems and perhaps only cache into (say) a D3D VB for optimised rendering - all the work gets done on "faces" which will have flags to say which edges to draw etc. You need to fake that up somehow using an algorithm if you're starting with polygon soup.