Well, if you take pegasus wings as analogous to the wings in non-fictional quadrupeds, they would be connected at or close to the shoulder, and you would likely sit behind the wings on the torso.
This, of course, completely ignores the nightmare involved in attaching two weight-bearing appendages to the same socket.
She could be a Unicorn. Her power is "to float away/rise into the [heaven|sky]", which, through training and hax and possible intervention of Yukari, was rules-lawyered into "the ability to rise into a parallel dimension," which sounds like a unicorn talent to me.
(That or it represents her flying ABOVE the danmaku, because it fits thematically with her powers and therefore is beautiful enough to be allowed during a spell card, even though normally only 2d movement is allowed. Or something.)