Dynamics in ZBrush are a lot of fun and it can certainly give you a very good starting point. However, if you are going for something more realistic, you can try something like Marvelous Designers to simulate the wings.
In this extra tip I exported the Meshes for the bat creature and the geometry generated in ZBrush with the techniques of the tutorial as OBJs. In Marvelous designer, I imported the OBJ of the creature as my Avatar and the geometry of the wings as a new garment.
Then, using the Lasso tool, I selected some of the points around the structure of the mesh (similar to what I did in the video tutorial masking the areas around the fingers) and then created pins so that this area is not affected by the simulation.
Once the pins were created I simply ran the simulation to create the effect:
With the simulation running, you can use the move tool to grab and pull areas of the wings:
Also with the ‘wings’ selected and runing the simulation, you can to fo the Properties Editor and play with the Pressure slider to change the tension of the wings:
At the end you can export the simulated mesh as FBX or OBJ back into ZBrush to clean it up and to add thickness ;)