Of course we have all sorts of species with body parts which obviously do not work now but will be useful in a few million years.
Not at all. The evolutionary view is that the various body parts had other functions before they had the functions they have now. Or that the functions and shapes of the body parts changed together.
A vertebrate's wing is an arm that is specialized for flight. Before it became specialized for flight, it was specialized for gliding. Before gliding, the animal jumped--obviously, certain arm shapes would be better than others for jumping, and the animals having those arm shapes would be better suited for jumping than animals with different arm shapes. And so on and so on. There are plenty of examples of animals with arms that are at different points along the way to becoming fully functional wings.