The historical gravitational wave detections of last years ushered in a new era for the study of massive binaries evolution. In high mass X-ray binaries, a transient albeit decisive phase preceding compact binaries, a compact accretor orbits a massive star and captures part of its intense stellar wind. From the stellar photosphere down to the vicinity of the compact object, the flow undergoes successive phases. Our numerical simulations offer a comprehensive picture of the accretion process along this journey. They unveil complex and highly variable geometries produced by the wind beamed towards the accretor. Overdense small scale regions in the wind produce stochastic variability but also trigger instabilities at the outer rim of the neutron star magnetosphere or around the black hole, depending on the nature of the accretor. For wind speeds of the order of the orbital speed, accretion is significantly enhanced and provided cooling is accounted for, transient disc-like structures form, with dramatic consequences on the torques applied to the compact object. The recent observational reports on the limited extent of the accretion disc in Cygnus X-1 suggest that the disc is produced by this mechanism rather than a Roche lobe overflow of the companion star. We will also discuss the consequences for Vela X-1 and the coupling between the flow and the neutron star magnetosphere.