Marilynn Wick, president and chief executive officer of Costume World, the major national retailer and renter of theatrical costumes, has given herself a new challenge. Having bought the dormant Caldwell Theatre in Boca Raton to house her 1.2 million costumes - many of them Broadway originals - and to place her Broadway Collection Museum in larger quarters, she also gained a 333-seat auditorium. So she is fulfilling a long-held dream by founding her own resident theater company and producing mainstream shows, mainly musicals, beginning this September. But first she sat down to discuss her plans for the theater - renamed The Wick — and how she got to this point.