How do you get your wings back?

If you are talking about the instance when you get soaked in the rain, you'll just have to go near something that has light (or the glowing mushrooms). If you are talking about reaching Eden and losing them, you will have to finish the game and be reborn -- this way, when you start the game and re-obtained your cape, it should have the level when you gave it up on Eden and then be able to earn more by being able to reach new places in the game (given your extended reach when flying).

If you lose a winged light they disperse randomly. From what I can tell, they probably won’t show up in the area you lost them in. If you lose them in Eden (as you should) you’ll have to go and collect them again.