Do angels have wings?

Where did the old masters get the idea of wings in their heavenly forms? 

That was the material expression of a spiritual truth, which is that in our world we overcome space, as a bird does.

I sometimes see beings with wings pass my vision, is it imagination? 

It is not imagination. They represent to you your new freedom, and mean that you may, like them if you will to do so, rise above earth into a purer air. They are what we call symbolic beings, which in all ages have communed with man.

Where do they dwell? 

They are in the spiritual world, but are employed by your angel who takes this means to arrest your attention.

Does it show a higher order of organisation to be able to perceive these manifestations? 

Not always, the life for each to live is on the plane of his duties, and this power depends on other conditions than advancement in spiritual things. Some bring with them from their last subjective state, an atmosphere, which enables them to see into the spiritual world for a moment.

—Insight in Spirit