Generally I would first consider the wing as a structure of its own (ignoring the feathers), based on what I can see. Sometimes I'd represent it as a single form (like in your example), sometimes I'd build it up through two connecting forms (in the case of a wing that is outstretched, where you can see the different sections of it. Some students try to construct the skeletal frame as a chain of sausages, although I would avoid this, as our approach to construction doesn't concern itself much with that which cannot be seen. We're not studying anatomy after all - just learning to break down what we can see.

Once you've got that structure in place, you can then attach feathers to it. Just be sure to avoid cutting into the silhouette of that form - always work additively, as though you're attaching feathers to a solid structure, as shown here.