where is the sore? and what caused it do you know? wrapping generally won't work, most cats will rub it off and cause even more aggravation to the wound. there are some other remedies that are useful if you first answer the questions above.....♥
How bad is "bad?" I'd take the cat to a vet.
A bad open wound should be addressed by a veterinarian to prevent infection
Odds are she will bite at the wrapping. Too loose it comes off, too tight it interferes with her circulation. And wrapping it won't help heal it. She probably needs antibiotics to prevent infection and a cone collar if she won't leave it alone.