After some struggling, I got the wings put together. The hardest part was gluing in the magnet inside the torso, one was already glued in (thank goodness) but the other one required some wooden toast tongs to get it in place. I think square-ended chopsticks would have worked, too:
Once the magnet in the torso was in, it was easy to put the wing on the support and pop it in...
..but the wings make the doll a little wobbly (and Sirocco is loosely strung, like all my dolls), so over she went, and I discovered that the Elmer's glue wasn't quite strong enough to keep the claws anchored to the wings. Today I have to go buy some superglue, as it dries clear (I use Gorilla Glue on the magnets)and glue the claws back on.
Perhaps I should iron those curtains, too.