Well, I haven't ever made wings, but I'm just taking a guess and visualizing this in my mind: You could take some wire and begin making a normal wing form only instead, only do the top. Then just hang some fabric of your choice on the wire. Does that make sense? Hang on.. I'm drawing it on Paint as we speak.. Here is how I see it (Sorry for sloppiness):
The picture was just really quick. You could bend the wire and make it curvey and just do anything, but what I imagine is along these lines.