The first time in which the Yuki´s wings appear, this first time has a very strong meaning. It represents Yuki´s emotional status, the change in this status (doubt >>> certain) There's this sequence:
Kaname asks if she still sees him as a brother >>> she says she wants to start everything now >>> she says now, she is prepared to go a step further with him. >>> Kaname goes away at that moment, when the flower was blooming just for him >>> >>> Yuki runs after him, her wings appear when she says: Why? Now, when we could go a step further.
The wings, My Kaname, all says = the flower was blooming just for him.
It is a beautiful passage.
In this last chapter, the wings appear again. When Yuki is saying that she believes they will be able to cross the dense forest, despite everything.
It is Yuki´s desire to rescue Kaname, to them go through the forest together.
So, I think the most important use of these wings is to show Yuki´s emotions.