Heard this from a movie: She's only bad with me. *wink* Is this OK and what's it mean?

Meaning: “She’s usually a good girl, but can be naughty when she’s with me.” The “wink” is usually performed visually; but is sometimes actually spoken as a word. A wink is an expression that indicates the receiver is to interpret what was just said as either fictional or humorous. An equivalent to ‘wink’ might be “you know what I mean!!”