You can either put the corset on first without the wings, this makes it easier to dress and also drive but you will need some help tying the wings in place. You can also put the wings into the corset first and then put on the corset. This can be accomplished after you are dressed by shoving the corset down your back with the wings tied in, and then pulling up your shirt/dress and bringing the corset together in front and lacing it up.
*** Important: make sure the wings are tied in right or they will tend to wobble. Notice that about half way down the corset pocket, the pocket splits in two (see diagram above), this is so the two loops of the wing base have their own pockets
 

Make sure the twist in the wing goes all the way into the pocket. The ties at the top of the corset pocket tie over the twist and between the wings. If you think of the twist as the bottom of a Y, then the ties will tie between the arms of the Y. Do not put the ties through the wing base for this will cause the wings to be wobbly.