If your Wizard wants to dabble in swordplay he can always choose to multi-class in Fighter (assuming you meet the prerequisites). Or, if this is something you decided during the character creation process then you can make a hybrid character that combines aspects of both classes equally. But what happens if, after many levels as a Wizard, you decide that you don’t just want to be a dabbler who multi-classes. What if he wants to give up the arcane arts entirely and become a Fighter? What does he do then?
If you’re following the rules as written then you don’t really have any acceptable options. However, a creative player may be able to convince an adventurous DM to explore other possibilities, especially if they make sense in the context of the game.
Changing classes after character creation isn’t something that the 4e mechanics allow for. However, previous editions of D&D did. It’s not something that happens often so I’m not surprised that no 4e mechanic exists to accommodate this kind of thing. But sometimes there will be a really good in-game story rationale for why a PC must abandon his old class entirely and pursue another. In these cases we need to get creative.