We know from Scripture that some angels are large and powerful. Think of Michael or Gabriel, for example. We know some have wings, but do all of them? I wonder if an angel ever needs wings. When Christ came back to Earth after his resurrection, He just appeared in many places. (Mark 16) He didn't need to "fly" or "transport" at all, He just was. He was there. And there. And there.
How amazing that must have been for the disciples to see Jesus appear to them instantly. Imagine their world. They'd never even heard of Star Trek and the ability to have Scotty beam someone up. Most things moved at an incredibly slow pace. Just collecting water for your camels could have taken a week. It all depended on how far you lived from the water well.
We can't honestly relate, can we? Reading the Christmas story in the gospel of Luke, I try to imagine what the angels sounded like on that hillside making their announcement to the shepherds. Was it like Handel imagined when he penned the score to "Glory to God" or the familiar "Glo-o-o-o-ria" we sing in church during the Christmas Eve service? What my mind can dream may be only a very poor picture of what it really sounded like that night.
I like to put a cow or two next to the angel in our Nativity scene in our home. Don't you wonder what the animals thought about that night? Don't you wonder if they knew Who they were hosting? I think the littlest angel told them; little angels can rarely keep secrets.