I believe there was already a wooden version at Stonehenge well before any stones were brought there. Maybe someone wanted to show their power by doing an upgrade?
If you read Mary Stewart's series (fiction of course, but a great yarn, and as likely as any other theory) which starts with "The Crystal Cave", she attributes the moving of the stones to King Arthur's time, and the actual planning and execution of the removal to Merlin. According to the legends, he did it by "magic and music" - the version in the book is that Merlin had been present when other stones had been moved by large numbers of people hauling on ropes while singing kept the rhythm for their pulling, and used this experience along with his own intelligence and engineering knowledge.
Certainly great building works like the pyramids were constructed from stones brought long distances purely by manpower and lifted into place without modern powered machinery.