I have been playing RTW since 2004-2005 I think and never notice a Stonehenge symbol, similar to the pyramid or the other wonders of the world in the middle East, near Londonium in-game.
However, if there were a symbol for the Stonehenge present on the campaign map, what kind of benefit would the faction have for such a wonder.
So. Today, I came to think of it and asked myself if the Stonehenge isn't older than starting date for the Roman campaign in RTW and after I checked that on wiki-pedia the Stonehenge was indeed older.
I also checked TWC-Wiki and found nothing about the wonders of the world for RTW and I think such a page should be added to the gameplay section.