WOW that looks like a lot to do...very pretty but a lot of work!
Corset - get a patter and make it to fit your needs...chalk is helpful or comission one from some one well known I suggest : http://www.damseldress.com/
Not only because I know the seemstress, but I have bought one of her products before...It was really nicely made.
Shirt - Shear is the only way to go!
Skirt - This would be tricky! Find a black skirt that you can sew on to. and just play around with the fabric. It will be hard at first, but you can see that the pieces of frabric are cut so that they make like a 270 degree angle. SHEAR IS FUN! I do not know how you would finish it though...you could try melting the stuff but I dunno if it will melt or catch on fire. Or you could be safe and just use regular fabric for the frillies.
Shoes - Black slippers would work, or just keep an eye out for shoes at a garage sale
Wings - Black feathers sprouting out of your back....not so good. Wings attached to the back of your corset maybe. I suggest getting stiff black fabric enforced with interfacing then use a hot glue gun to apply the feathers...one by one. For feather check out a craft store or a fly tying shop. When you are satified with the wings you can try and sew them on, pin them on or make shoulder straps like they do for little kids and fairy wings.
Best of luck, hope you have a good costume making experience, If you don't go crazy that is.