It does mean wing. Most adult insects are winged - or have winged members of their order. Other arthopods that are not winged (Diplura, Protura, Collembola, arachnids, centipedes, and milipedes), are thus seperate from insects.
You ma want try getting a used entomology text book. Check campus book stores at the end of semester, book stores that sell a large varity of used books or check out the amazon marketplace or halfpriced books marketplace. You should be able to find older editions of several books for $10-20.