When you type of sleep, what do you mean?
Sleep - Hybernation - Shut Down.
What I understand, if the WOL feature is enabled, when the computer goes to sleep or is even turned off, there is still power going to the NIC, and I should be able to see LED activity if the NIC is connecting to a router, or I should be able to see the router's LED ON on that port. Otherwise, if there is no power going to the NIC it will be imposible to turn the computer on via WOL.