You will need to Use the Chaos Goblin In order to Make Wings.
You will also need to following items!
-Any Chaos Weapon +4+4Option
-1 Jewel of Chaos
-Zen
Ok, to increase the success rate, you can do 1 of 3 things.
1: Make the chaos weapon +9+16Option
2: Add extra items +4+4Option or better
3: Add Jewels of Bless ( 5% each )
Now, once you have the required items, and you like the Success Rate ( % ) click the "combine" Button.
If Successful you will get 1 of 3 wings.
Satan/Devil Wings: Dark Knight / Magic Gladiator
Angel Wings: Dark Wizard / Magic Gladiator
Fairy Wings: Fairy Elf