The origin of the Polish Winged Hussar was in 1553 when 3 riders decorated themselves with feathers for the wedding of King Zygmunt II. The first time there is clear reference to the classic wing was in 1574 in descriptions of Henri de Valios' corination. Serbian and Bosnian deli horsemen had a tradition of wearing real feathers on their shields instead of painted wings and its believed the Polish Winged Hussar evolved from that tradition. They absolutly had them on campaign and they were required kit that was worn on parade and while marching. There are many images showing them worn into battle but no eye witness accounts that coroborate it.
Polish Winged Hussar 1576-1775 by Richard Brzezinski has all sorts more info on them. Edit: You can read some of it here
hi! you may find a few bits of info in this previous thread