How would wingless beings acquire the knowledge to fly with their winged transformations?

Excluding those with an innate ability to shapeshift, one's consciousness will only be familiar with their original physical form.

While it is possible to transform one's "consciousness" along with the "form",

Such a feat would require a high-level magic spell or magic item.

The current Staves of Transformation in use in the Demon Army are limited in ability.

One can only transform into a form that is generally similar in shape and size to their original form.

The limitation is to prevent users from experiencing difficulties moving a form that is vastly different from their original form.