I will be doing mammal and bird wings later. Reptilian wings are just one of my favorites.
Step 1: Outline and Sketch
Step 2: Membranes and Claws
If the membrane is stretched, place parallel marks along its edge. . . Or something like that. You're going to have to refer to the picture for that.
Then add the claws to the ends of the wing -- from the tips to the joint that conjoins the fingers.