"wok hei" is the charred, smoky taste from Chinese stir-fry dishes, which you can only get at very high temperatures, usually with an open flame.
You do not want to expose Teflon pans to high temperatures because it can degrade the non-stick coating. This is why most woks are made of carbon steel, which work fine over a large flame.
Note: if you're stuck with an induction stove (like I am) you're not going to get wok hei even at the highest setting. It's possible to cheat with a butane torch, or by taking it outside with an outdoor wok burner.