The vast majority of winged pokemon use them to traverse the air. A few bugs, such as Beedrill and Venomoth, have wings which are primarily used in other attacks such as Poisonpowder and fly low through the forests despite lacking the flying type.
A Clefable's wings are commonly believed to be purely for decoration, having no obvious use, but this is not actually the case. In the reduced gravity of the Moon and the upper atmosphere, Clefable fly around on the back of their tiny wings; it is simply that Earth's gravity is too strong to allow them to fly. However, they remain awkward pokemon on land and continue to seek a way back to the stars.
To this end, the Clefable invited Zubat to share their caves beneath Mount Moon, in the hopes of evolving them and using them as mounts. Unfortunately for the Clefable, few Zubat evolved within such cramped living conditions, and those who did led the Zubat to turn against their hosts. In a ferocious war mostly unseen by man, the Zubat killed all the Clefable and most of the Clefairy and seized the caves for themselves.
It is said that some caves have remained property of the Clefable, their entrance barred to human and Zubat alike, and that only on the night of the full moon do the Clefairy and Clefable emerge to pray for a spaceship to return them home.
