Wings evolve from legs though, generally speaking. This means that a four legged dragon with wings would have conceivably evolved from a six legged creature. You can get hand-wings or arm-wings, and we’re not entirely sure but think insect wings may have also evolved from legs or some other kind of similar structure.
But pretty much you can either have wings or legs/arms. You have to trade them in. That’s why the whole angel/demon thing doesn’t work either. The traditional harpies work but they’d be furry and not feathered. I haven’t worked out the wingspan for them but you could probably come up with a reasonable guess. They’d be more bat-people than bird-people, and I suspect that their chest areas would be less generously proportioned than is typically seen in the artwork. I’m not going more into the physics of that one though.
None of these things exist so real life evolutionary biology doesn't really have a place in this discussion, lol. Although you are correct.
Besides, since they are fictional you could just come up with some reason. Dolphins for instance have no legs, but still have the vestiges of them in the form of very small unconnected bones where their legs would be. They also have a dorsal fin on their backside and tiny little arms. So it stands to reason that, conceivably, wings could have evolved separately in a similar (note 'a similar' not 'the same') way to a dolphin's dorsal fin.
You could jump from this concept (marrying real world evolutionary biology and fiction) and explain orc, trolls, etc.. as ape descended life much the same as humans. Maybe merfolk evolved in the same way animals in the cetacea infraorder evolved from otter-like creatures. Maybe they have small unconnected bones for legs in much the same way that dolphins do.