'Presets' is to see your friends in game, "My_Presets" will contain folders to make your own, 1 and 2 will get you started on the basic area's to color, and the 11 and 12 folders have the wings.
If "My Presets" isn't in the game files then yeah you may have to. Though I just realized you mentioned FH+, I don't know if that branch has wings actually, normally you enter it through bonfire with a char with wings.