Small insects with wings are baby insects that will grow up to be adults.

If an insect has wings, it's an adult, no matter how tiny it might be. Insects only grow as nymphs or larvae. During that stage, they grow and molt. For insects that undergo simple, or incomplete metamorphosis, the nymph molts one final time to reach winged adulthood. For those that undergo complete metamorphosis, the larvae pupates. The adult then emerges from the pupa. Winged insects have already reached their adult size, and will not grow any larger.