IIRC the current theory is that many (likely most) had feathers but few of the large ones had actual wings beyond just a row of longer feathers on the forearms. The bodily structures that allow flight are absent on the vast majority of dinosaurs so it's thought they mostly used their arm feathers as rudders for better control when running (which the ostrich and other large flightless birds still use). However, it is thought that some smaller species likely did have wings which they used to glide much like a flying squirrel. Eventually they evolved larger chest muscles and a keel for attaching said large muscles, and at that point you could reasonably just call them birds, which are to this day a subset of dinosaurs.