A wing is an air cell used for buoyancy control. It is normally composed of a bladder protected by a nylon outer shell. A wing can have a horseshoe shape or a donut shape. It is attached to the plate of a diving harness. Some brands of scuba gear started to offer one piece wing style or hybrid jacket to the main market.
A BCD or Buoyancy Control Device is an air cell that can be inflated or deflated. It is nowadays used by all divers to control buoyancy and help stay comfortably afloat at the surface. Most are in a jacket style of BCD but they can also be what is called wing BCD or even an hybrid of the two. In technical diving it is normally a wing attached to the backplate which can have a double internal bladder for added redundancy.