It sounds as though you have created wing bodies. Bodies are model objects within a component. You can create a component by mousing down on the body with the right mouse button and "Create component from body". Alternatively when you create an extrusion there will be an option to create a body or create a component. You may want to look in the Learn section under Build assemblies for the explanation of "Bodies and Components" to get a better understanding for these concepts.
Hello,
Based on your description it sounds like you have created a couple different bodies to serve as the wings for your butterfly. If you find the bodies for the wings inside of the bodies folder and right mouse button on the body you should find an option to "Create Components from Bodies". This will allow the body to become a component and you should be able to use the "Joint" command from there.
Hope this fixes your issue.
Cheers,