After drawing the skeleton, add some muscle to the "arm". There will be more muscle where the wing connects to the body.
Next sketch out where the "fingers" of the wing will be. There can be as little as one finger, or as many as 20, perhaps. It all depends on how you want your wing to look. Typically, the more fingers there are, the less muscle each of them will have. Remember that most fingers have to bend at some point. For a more complex wing, a knuckle joint will always help to give structure.