The vast majority of them do, though. It would be very weird to have an archetypical example of the type - as Eeveelutions are intended to be - that doesn't have wings. In fact, Gyarados, Doduo, and Dodrio are pretty much the only Flying-types without wings or clouds to represent their connection with flight. Or gigantic ears that substitute as wings like Shaymin Sky Form.Not all Flying type Pokemon have wings.
In fact, every time I see Sylveon do anything my first instinct is to guess that it's somehow a second Psychic-type Eeveelution, which doesn't do much for its clarity of design.