People have been confused, what are Wings? Well, they are basically the representation of you being a spiritual being, like an angel or a demon. But, since they are in human form, no one could ever tell, this is the first reason why angels and demons have wings on this site.
Second, the wings actually make you access all your power as an angel or demon. So, you first need to materialize this wing using your "Wing Incantation" and should be directly related to your angel/demon's power.
Note that this won't grant you flight, only the most powerful can have flight.
Another thing is that, how can an angel/demon know how to materialize? Well, they are given signs by the exterior area, or the environment. These signs are given by a specific thing that relates to your power, and could also give you a sign through dreams. Once you understand your power, you will suddenly gain all knowledge of it, including your Incantation.