The world's top-ranked nation were dealt a challenging group in Saturday's draw in Paris, which will see them face Italy, Sweden and the Republic of Ireland.
Thibaut Courtois has warned his team-mates they will need to hit top form in order to progress to the knockout rounds, but Wilmots believes they are in a strong position to go through.
"I'm not unhappy with the draw," he told Sporza. "We say to everyone that we must reach the semi-finals, so we must start the tournament with complete confidence.
"It's a difficult group, but against Ireland and Sweden normally we can win. The first match against Italy probably will be the hardest. But the first two teams go through and, together with Italy, we're the favourites in this group.
"We must play like during the World Cup, where we won all our group matches. We must start with the same intention."
Belgian Football Association president Francois De Keersmaecker added: "The first match [against Italy] will be a spectacle. It's a tough draw, but with enough desire we should be able to beat anyone.
"But it is a top draw, so it is something to look forward to. We have to go for it. It is not an easy group, with Ireland and Sweden. Every match can be decisive."
The best four third-placed teams from the six groups will also progress to the last 16.