In his role Wykoff continually urged Russell to make a clean break from his "stories" about a black space captain set in the future aboard a space station. According to Wykoff, the only real chance Russell had at recovering his sanity was to cease writing these stories as he believed they were providing an entirely false world for him.
Russell refused to give up his stories and became increasingly unstable when he could no longer separate his "fiction" from reality. Wykoff urged him to paint over the stories he had written on a wall, but Benny attacked him and finished the story.
In fact, it was Doctor Wykoff who did not really exist; he was an imaginary character created by the Pah-wraiths as part of a vision sent to Benjamin Sisko to persuade him not to recover the Orb of the Emissary. (DS9: "Shadows and Symbols")