Although many have entertained Angels unawares (They would surly notice wings!), some Angels do have wings, at least according to the Bible:
In Isaiah 6:2, the Seraphim in the presence of God have six wings.
Seraphim are third in rank amongst angels.
Exodus 25:20 The cherubim shall have their wings spread upward, covering the mercy seat with their wings and facing one another; the faces of the cherubim are to be turned toward the mercy seat.
Ezekiel 1:24 I also heard the sound of their wings like the sound of abundant waters as they went, like the voice of the Almighty, a sound of tumult like the sound of an army camp; whenever they stood still, they dropped their wings.
Angels are angels, cherubim and seraphim are each their own creature with wings, not angels, that being said, I think the Bible says not to argue about such things. So I will stop here.