Want your "missing" link between human and apes? It's not really missing: Aegyptopithecus - Wikipedia, the free encyclopedia. Read up a bit on Human evolution - Wikipedia, the free encyclopedia
First bird with feathers that could fly? Archaeopteryx - Wikipedia, the free encyclopedia. Lived in the Jurassic with dinosaurs. How did feathers evolve? Feather Evolution - from Dinosaur to Bird Evolution
Eye? That's easy too: Evolution of the eye - Wikipedia, the free encyclopedia
Evolution fixes weaknesses in existing systems, continually improving them. Take religion out of it, take politics out of it, take your personal belief systems out of it. Does it not make sense that a system would be continually trying to improve itself? Is that not one of the simplest truths?
The "Egyptian ape" in not officially considered a missing link. There is just nothing better out there. Its a monkey.
As for a leg evolving into a wing. That leg would become a bad leg before it became a good wing. Making the animal weak and less likely to survive. Its just common sense. I wouldn't compete in track and field with a broken leg, and expect to win (not even in a gazillion years.)