The EXO-7 Falcon is an experimental, military-designed winged harness created for the Air National Guard and used by former paratroopers Sam Wilson and Riley during highly sensitive missions.

At least two EXO-7’s were built and deployed in Afghanistan. One of them was likely destroyed when its user was shot down and the remaining one was locked away by the U.S. Military at Fort Meade.

Wilson obtained the other to help Captain America and Black Widow stop HYDRA’s Project Insight, and later received an upgraded version when he became an official member of the Avengers.

Trivia: In the comics, the Falcon’s Wings were originally created by Black Panther at the request of Captain America.

Source: The Marvel Cinematic Universe Wiki