Midnight Dawn, you give great advice, but I have to disagree about the boots. An elastic, tight-fitting tube isn't going to give the right look - and most stripper boots are going to have a really wrong heel to work with if you're trying to emulate the artwork as shown.
I'd personally make the back part out of craft foam or leather. It's standing way far away from her skin in all the reference pictures I found and has raised detailing, so I'd have it anchored to an under-boot that provides structure that goes up to the knee. I'd get some sturdy knee-high boots and build all of that over them - or you could make the black boots the underboot in and of themselves and have them fitted enough to stand up on their own and build over them.
Something like this is closer : http://www.snaz75.com/pl-legend-8868.html
, but since the back is still totally different I think they'd be a waste of money since you'd have to completely cover them, anyway - and you could find a base boot for cheaper that's sturdier and more comfortable.
For the wings. What about using craft foam to help lighten the burden ? I've also seen people use real feather to beautiful effect.
I would secure them to a sturdy leather "belt" - depending on weight you could use a buckle or heavy-duty industrial snaps. For comfort you might wish to make the inside of the belt padded, or resting on a pad. I'd also make sure you weight the wings themselves so that their center of gravity is near the "bottom" part by your body so they're not wiggling around on you and trying to tip back. I'd also make sure the belt is secured so it can't move around and twist - you could attach it to points on the top like people did with corsets and hoop skirts or you could even build it into a girdle/panties.
Based on this image : http://farm4.static.flickr.com/3420/...307b3c74_o.png
, I'd say that getting dressed you would put on the wings first, then the black skirt, then tuck the white part in. This would make going to the bathroom a hassle, but not impossible - and you'd just have to take off the black skirt and the wings - and presumably have some kind of opaque underwear/whatever on under that so you don't flash the bathroom. :P
Depending on how close to the body you build the wings, you might not even have to take them off for the bathroom - something else to consider.