What is this orange winged thing without studs?
That piece is often used as a caterpillar track, or conveyor belt



It's hard to tell the colour in your photograph but it might be Medium Dark Flesh (a.k.a. medium nougat) 

At the bottom of this page there are three sets which use this piece in that colour.

If you look carefully you should see the number "57518" shaped into the piece. Almost all Lego pieces have that a code on them that you can use to find them on sites like BrickSet or BrickLink.