There is not really a good way to do that.
Form Wizard is a content feature, it can only be published on a cms page.
Html Content feature is also a content feature that can only be published on a cms page. We have content templates that enable putting jqueryui tabs inside an Html Content instance as part of its content.
But there is no way to put any feature inside another feature, ie you can't put a Form Wizard inside an Html Content.
one could possibly put the markup for jquery tabs inside the layout.master file of a skin so that a content pane is inside a tab and then a feature can be put in the content pane. So it might be possible to make a specific skin to use on the page where you want to do that, but I don't think I would do that myself.