Wolf-Rayet (WR) stars represent the final evolutionary stage of the most massive O stars and can reveal much about massive star origins and fates. We can study their formation and frequency of binary interaction, by measuring the fraction in clusters and associations and identifying runaways far from the Galactic plane. Additionally, their absolute magnitudes and luminosities remain poorly constrained in the Milky Way. Accurate distances to individual stars are required to improve our knowledge of WR stars. Past work relied upon absolute magnitude calibrations to find distances, with large associated uncertainties. Parallaxes give more precise results and Gaia DR2 (Gaia Collaboration et al., 2018) expands the number of WR stars with parallaxes from one star to several hundred. Here we have calculated new distances to 382 WR stars using DR2 astrometry. We also calculate absolute magnitudes for stars with distances. 184 are plausible, confirming these stars have reliable distances. Recalculated luminosities are found to be lower than expected, potentially indicating binary interaction or requiring improved single star models. We confirm only a small proportion (13%) of WR stars are definitely members of clusters or associations, implying many WR stars may form in relatively sparse environments. We also search for runaways by applying a vertical cutoff distance of 156pc from the Galactic midplane. 31 stars (8%) exceed this distance and so are likely runaways. The low fraction of binary companions, combined with the low frequency of clusters and association membership, leads us to conclude that supernovae from close binary companions are the dominant source of runaways.