3ds studio max wings design and creation process overview:
Step 1 design: Create sketches based on character anatomy and animation; figure out wings mechanics and movement.

Step 2 Modeling process; use simple planes as your base mesh; apply shell modifier to thicker areas.

Step 3 Texturing; unwrap UVs and generate color and opacity map.

Step 4 Rigging; Apply skin modifier; set each mesh to desired bone and check weights-test.

– Download start files: wings sample folder.rar
https://www.youtube.com/watch?v=9gS6agawL1Y