Use an angled brush with a gel liner (easiest method I've used) and start building with small brush strokes at the center of your are and start working out then go back in. The better you get, you can start and move in different directions but that's how I learned and I can do a perfect wing now :)
is there any certain style your trying to achieve? i know a handy little trick for pulling off winged eyeliner... Take the long edge of a business card and hold it up diagonally against the corner of your eye. Use the edge to trace a perfect wing with your eyeliner. Then, just line the rest of your eye as usual and connect it to the wing you just created.