Use the -e or --referer flag to directly set the Referer:

$ curl --referer "http://comes-from.example.com" https://www.example.com
- or -
$ curl -e "http://comes-from.example.com" https://www.example.com

Since the Referer is passed as an HTTP header, you can also change the Referer header by using the -H or --header flag, which lets you manipulate headers:

$ curl --header "Referer: http://comes-from.example.com" https://example.com
- or -  
$ curl -H "Referer: http://comes-from.example.com" https://example.com

To set a custom Referer header with Wget, use the --referer flag:

$ wget --referer="http://comes-from.example.com" "https://example.com

For more information on how to use wget, read the Wget article.