This is for Paint Tool SAI, but it works with some other programs too I bet
1. Sketch out your wing. You need to have the place where it connects to the body, where it folds, and where the feathers end! Personally I draw wings where the feathers are longest at the furthest feather instead of rounded like some birds are.
2, 3 and 4. On a new layer, start outlining your wing. This is where I draw the individual feathers.
5, 6, 7, 8. I draw about three "layers" of feathers, to give the wing more lifelikeness. This is actually my favorite part, because I can see how pretty the wings look!
9. Delete your sketch layer (finish the rest of your animal/person/or close off the wing)
10. On a layer beneath this one, start your base color.
11. Use the magic wand tool on your lineart layer and delete the excess color on your color layer.
12, 13, 14. Make details (shading, highlighting) on your wings! Make sure to delete any color between the feathers or outside the wings!
15. On a layer above your lineart, make a new layer of blood. It doesnt need to be neat, you'll delete the excess. Change the layer mode to "multiply".
16. Delete the excess color and finish up any more details! Then you're done!