At first get a paper, draw the lines of the wing and get a transparent foil and some 0,20mm wire. Glue the wire on the foil. Cut it out. Put it nearer and nearer to the candle light and ta-daaa your fairy wings are ready to use! Good luck!
I may be wrong, but I think what ravenoo is referring to as "transparent foil" might be some type of cellophane (like iridescent cellophane). But that's what it looks like to me, I am totally gonna try this though! so awesome!