Not sure what you mean. Do you mean insignia wings on the pilot's uniform? Unless you are building in a huge scale they would be miniscule.
Or do you mean scratch building new wings on an airplane kit? Yes, I have done that. Use the same techniques that you would for wings on a completely scratchbuilt airplane. I use a CAD program a lot in modeling (I use AutoCAD's program Autosketch, a much cheaper version for non-professionals).
I use basswood for material (balsa is too hard to fill grain when finishing). I get a sheet of basswood about the thickness of the wing, and trace planform of wing onto sheet, then cut it out. Make some cardboard templates for the airfoil at various wing sections. These days you can print right on card stock with most printers. Use these templates when carving the sections of the wing.