Is it a picture or a .skeleton/.mesh file?
If you're trying to get a texture mod aka a picture of feathers or bat wings for the wings, then they belong in C:>FeralHeart>media>textures>masks. Make sure to back up the original files, then move the new textures in and click yes to replace when asked.
If you're trying to get a mod for new wing animations of some sort, the .skeleton/.mesh files, those would go in C:>FeralHeart>media>models. Again make backups of your original files and then move the new ones in and click yes to replace when prompted.
Same will apply to most other mods you get for your game. If its a texture image for your game, it will belong inside the textures folder. If its a texture mod for the character like a fur or eye texture, it belongs in masks. If it's a marking, then the marking image goes in markings and the.cfg file goes inside both the FeralHeart folder and markings (at least thats how it works for my game and markings). Animation mods which are mostly .skeleton files since editing .model files can be a little tough will go in models. Most people will include instructions on how to install such things to your game, like where they go and how to use them, so look to see if there are any included. And its always good to make backups of your original files, just in case the mod you got doesn't look good or doesn't work, something of the like, because then you'll be able to switch back to defaults if need-be. And nothing is going to change if you don't replace the files with the new ones if you're asked to, which is another reason why it's good to have backups.
Hope this helps and good luck to you floof!