This is explicitly an example of a character's "One Unique Thing"
Specifically, see page 35 of the core rulebook, for the example of "I am the only elf/dwarf/person in the world who can fly". It explicitly says the wings should maybe allow you to fly occasionally. A wood elf with feathered wings might replace the elven grace racial ability with an ability that uses the same die and grants that many rounds of flight. A dwarf with mechanical wings might be able to feed magic items (real loot, not magical trinkets) to the wings in order to power them. Note also page 33, where one of the bullet points indicates "Character's uniques can grow"; just because the wings aren't much use now doesn't mean they can't improve as the character gains levels.
If the player is primarily interested in the story aspect of having wings rather than actually flying, the wings are fine as is. If she wants to be able to fly occasionally, it looks like replacing racial abilities is the recommended path. On a gnome, you might consider replacing the Confounding racial power with the ability to fly for 1 round after rolling a natural 16+ (the once per battle restriction can probably be disposed of). The Champion-tier upgrade feat for that racial might make it useable outside combat a few rounds per day and/or allow the character to "save" rounds of flight for later in the same combat.
I only have access to the core rulebook, so I'm not aware of any rules for custom races.