This information is provided in chapter 16. Mr. Wickham is an army officer stationed near the Bennets’ home. When he comes to dine at their home one evening, he tells Elizabeth his version about how he knows Mr. Darcy. When they encountered each other in the road, the two men had not acknowledged each other but clearly were acquainted. Wickham tells Lizzie that their families have been connected since he was an infant, which surprises her. He tells her that most people estimate Darcy higher than he deserves because they are blinded by his fortune and high status, or intimated by his haughtiness. He says that they are not on friendly terms and that running into Darcy renews his “sense of very great ill-usage, and most painful regrets . . .” In fact, unlike his father, who was kind and generous, the younger Darcy’s behavior toward Wickham has been so scandalous that it has disgraced his father’s memory.

Wickham further explains that he entered the military primarily for employment, as he had not been able to pursue his vocation in the church. He holds Darcy responsible for his being made denied a valuable “living” (house and salary as the pastor of a church, such as Mr. Collins receives). He claims that young Darcy reneged on his father’s bequest to Wickham of the best living in his jurisdiction. Instead, Darcy gave it to another man. Wickham claims he did nothing to deserve this alteration.

There was just such an informality in the terms of the bequest as to give me no hope from law. A man of honour could not have doubted the intention, but Mr. Darcy chose to doubt it—or to treat it as a merely conditional recommendation, and to assert that I had forfeited all claim to it by extravagance, imprudence . . .

When Lizzie presses him for the possible reason, he attributes it to Darcy’s jealousy over “his father’s uncommon attachment” to him. He further claims that the father had promised to provide for him, and Darcy has given him no money.

Later we learn that Darcy's opinion changed when Wickham abducted and tried to seduce Darcy’s younger sister, which Darcy prevented, but which Wickham succeeds in doing with Lydia Bennet.

Probably the better question is why doesn't Mr. Darcy have warm feelings towards Mr. Wickham!  That's a whole seperate kettle of fish however.

Mr. Wickham claims to Lizzy to not have warm feelings towards Mr. Darcy because after Mr. Darcy's father died, Mr. Darcy threw him out penniless.  Mr. Darcy's father had been fond of Mr. Wickham (according to Mr. Wickham) and had planned to provide for Mr. Wickham so that he may join the ministry.  Instead, penniless, he was forced to seek his fortune in the militia. 

Mr. Wickham is also known to be a charming man, unlike Mr. Darcy, but does charming mean that he is a better man than Mr. Darcy?  Keep reading!  You'll find out!