Begin by mixing some black and mid brown clay together to get a dark brown, then begin shaping the wings for your miniature bat. Using a photo which has been scaled down as a reference, or using measurements for a species of bat, shape a blunted triangle from polymer clay or epoxy putty as shown. The blunt edge of the wing will be glued to the body. If you make a thick piece of polymer clay, and shape it into wings, you can cut slices from the block to make sets of matching wings for each bat you make.
When you have the basic blunted triangle shape (compare it to your photo if you have one) Use a rounded toothpick or the end of a glue bottle to create semicircular indents in the bottom of the bat wing. You need at two indents of slightly different sizes (see photo). When you have the correct shape, slice your clay into thin sets of wings, readjusting the indents if necessary.
Most sets of bat wings join to form a tail across the base of the bat's back. If you will see the back of the bat in your scene, join the wing edges behind the bat's body.
If your bat will be roosting (hanging upside down), you do not need to add more detail to the wings, just set them aside until the bat's body is done.