I've seen a few people get tangled up with this one! There isn't a book series simply called 'Wings' that's widely known as a major fantasy or romance franchise. The title alone is a bit of a common word, so it's easy to mix things up. The most famous book with 'Wings' in the title is probably Aprilynne Pike's 'Wings', which is the first book in a four-part series called the 'Laurel' series. That's likely what you're asking about. The full sequence goes: 'Wings', 'Spells', 'Illusions', and 'Destined'. It's a complete, finished series, so you can read straight through in that order without any worry about missing books or confusing spin-offs.
If you're thinking of a different 'Wings', it's worth double-checking the author. For instance, there's a historical fiction novel 'Wings' by Terry Pratchett (part of the 'Bromeliad' trilogy with 'Truckers' and 'Diggers'), and a sci-fi book 'The Witches of Worm' doesn't fit, but sometimes titles blur together. For Pike's faerie series, though, the reading path is straightforward. The story follows Laurel as she discovers her true nature, and each book builds directly on the last, dealing with her love triangle, faerie politics, and a looming war. I'd recommend sticking to publication order, as some reveals and character developments are paced specifically that way.
Once you finish the core four, that's the main journey done. There aren't any supplemental novellas or required prequels, so you get a clean, full arc from start to finish. I remember breezing through them years ago; they have that quick, addictive YA pace that makes the order easy to follow because you just want to grab the next one right away.