"Work wonders" is more common to say, but you can also say "do wonders". Usually, "do wonders" is used in the past tense (at least whenever I've used it). For example, "the doctors did wonders to save that girls life." The phrase "worked wonders" would also fit here. You could even say "make wonders happen" and it still sounds normal.

The phrase is "to work wonders" meaning you're doing something wonderous. Nobody would use the phrase "to do wonders".