I was reading about Kyurem on Bulbapedia and it states
The ice covering the wings can break, revealing gray tendril-like appendages on Kyurem's back.
I couldn't find it anywhere but is there somewhere, maybe in the anime where the on Kyurem falls off revealing his wings or any other part?
In Black 2 and White 2, when Ghetsis uses the DNA Splicers to attempt to capture N's Zekrom / Reshiram, Kyurem snaps the ice off its' wings to reveal tentacle-like appendages. It then fires laser-like beams out of the points on its wings, creating a net that ensnares Zekrom / Reshiram and turns it into its Stone form. That stone then goes into Kyurem's tail, transforming it into Black or White Kyurem.