I'm not entirely clear from the question if the character in the OP is winged, like a bird, or a normal man who has a set of wings for flight. Assuming the latter, if they are mechanical (like Leonardo's flying machine), then they could be removed and stored in a safe place inside the castle prior to going into battle, which would be an easy and relatively inexpensive way of resolving the problem.

One of Leonardo's designs
If the idea is the character flies into battle unexpectedly, then he could be treated more like a modern paratrooper, who removes the parachute upon landing before engaging the enemy, or even an air assault trooper, who exits a helicopter and fights on foot like normal infantry.

Mexican paratrooper getting ready to ditch the 'chute
If you consider the Leonardo sketch or the size of the paratrooper's parachute, you realize why the landed person needs to get rid of the wings at once: they are going to be huge, and just get in the way of hand to hand combat. Even wielding a bow will be difficult with wings attached.
If the person is actually winged, then there are very few options. The only really good one would be to consider the flying person functionally like a beetle, and have the wings fold under an armoured carapace when landed.

Covering the wings when grounded provides many advantages
So the wings either need to be shed prior to getting in a fight, or retracted under some sort of protective cover when not in flight.