This was actually one of the first costumes I made when I started cosplaying this year, and it was a hell of a process.
I made the articulating wings out of a PVC frame that are heated and bent to shape. Those are attached on the back with a compact harness I made to fit under my spandex top.
The suit is all made out of a matte milliskin spandex, as are the the spandex heels and heel spikes.
The utility pouch is a base of seat belt webbing, the pouches are made out of duck cloth, and the insignia is made out of 1/4 acrylic plastic ground to a bevel on an angle grinder and then painted with acrylics.
The helmet is made out of spray foam and paper mache, and the lens pieces are sun glass material that were ground to shape on a bench grinder.
The vambraces are made of hardware cloth sandwiched in between layers of craft foam to hold their shape. The talons and spikes are cast out of hot glue so they won't break if they get caught on my wing pull cords.