Do I need to learn all the previous expansions to start new xpac engineering or what is the requirement, same question for gathering professions as well. Also can someone tell me do i need to learn a certain xpac engineering in order to get the mechanical wings i see people using? 
Professions are broken up by expansion now. You only need to learn the Classic part of the profession to be able to learn others. However, you can learn BfA Engineering without having Draenor, Outland, etc in your profession book. This is the same for gathering professions.
The mechanical wings are most likely the Goblin Glider Kit. It is made in the Draenor section of the Engineering profession. It is also dropped by the daily from a Blingtron 5000 (also made by Draenor level Engineering). Engineers can also have the Goblin Glider tinker from Pandaria Engineering (25 skill to get the recipe) and put it on their cloaks. However, because the legendary cloak has an activated effect we can’t do that tinker on it.
u mean i have to level classic version to 300 or i just need to have learned it on my character?
You can pick up BFA professions right away at 120, no need to level up the older profession levels.
You can buy vanilla eng and level to 75 to unlock darkmoon quest for eng.
is there something valuable from the darkmoon faire for engineers?
The Darkmoon Fair profession quests give you +5 skill in the highest tier you have trained for a profession that isn’t maxed out. Especially in the last 25 points in most profession tiers, it is better to level using the DMF instead of getting the large amount of mats needed to level the profession.
got it thanks.