You should check for feces between the labia and wipe any globules away as needed. Infections can and will arise if stuff is allowed to sit there. You can gently spread the labia to get a good look and make sure there isn't anything "hiding" in a fold.
Soaps and other kinds of cleansers can also create problems so use a moistened cotton ball or swab instead of the wipe. If I recall, baby pee while having mother's milk is pretty inoquous. I remember wiping my baby on the outside for this along with a very gentle wipe between the labia, but not needing to be too concerned about being extremely thorough.
It is also important to wipe front to back, not back to front as the bacteria that further back can infect the ureter - when it is time for her to learn to wipe herself this will be important to teach her then too.
Another thing to know about this is that you can expect things to look a little different for the first few days. There is a white material that coats a baby's skin while in the womb called vernix. Most of this comes off on its own before and during child birth, but the stuff in a girl's genitals often takes the longest to come off. Leave it there because the skin will absorb it and it is a nice moistureizing protective layer in the mean-time.
You can also expect her genitalia to be a little swollen and sometimes even see a tiny bit of blood in her diaper in those first days. That is because she has been exposed to mom's hormones while she was still in the womb so it isn't anything to worry about.
The really nice thing to know about all of this is that you'll be in to see the pediatrician soon so if anything is amiss, the doctor can catch it and you'll be able to get confirmation that all is well if you have any haunting concerns. Enjoy her!
http://www.babycentre.co.uk/a115/caring-for-your-babys-genitals