The wings:

The "skeleton" is made from plastic piping, available in hardware stores. The "curve" at the black lines was made by holding the pipe over a candle to melt the plastic, rotating it to melt it all the way round, then moving it away and holding it in place until the plastic cooled, and voila, it holds the shape.
The "knuckles" are where I joined one piece of pipe to another: at the smaller join, a thinner pipe was inserted between the two pieces and covered liberally with impact adhesive. I covered the join in cloth strips, also covered in adhesive. The larger join involved splitting one of the pieces (
the one pointed toward the bottom of the picture above) about 3 inches down, then melting both sides of the split in the same way I made the curve; making sure I had gloves on (
which was a trial-and-error learning process :-/) I held the two sides around the other pipe until they solidified in a loose grip, which was the best I could manage, then used about 2-3 times as many cloth strips to keep it in place. Once the glue dries on the cloth, the join becomes fairly sturdy.
Mounted on the jacket:

The darker strips at the end of the pipes are plastazote, carved into "finger"-like extensions, held in with impact adhesive.
The green "webbing" is actually plastazote offcuts, used by suppliers as packing material. Turns out it's the perfect thickness for the purposes of wing-making.

The two wings were joined with cloth strips, as before, then mounted on a piece of 24mm plastazote, which was slanted to aim it away from the shoulders; this was intended to keep the restriction of the mobility of my arms to a minimum. The yellow pieces here are 3mm plastazote, holding the wings to the 24mm piece. The brown strips are leather offcuts, securing the wings to the shoulders of the jacket. Initially I tried it without these strips, but the wings just fell backwards and stuck out almost at a right-angle. Uncomfortable, unsafe, and stupid-looking.
Unfortunately, the padding made the jacket a little too snug, so I removed it and neglected to try it on immediately afterwards. I have since lost the padding, and find that without it, the jacket is a little too loose. I might add a couple of belts - one at chest-height, one at waist-height - to secure it better.