Very generally, the side of a bird's wing facing forward as it flies is calling the "leading edge." Opposite that is the "trailing edge." The portion of wing closest to the bird may be called the "inner wing," and that farthest away the "outer wing."
Coverts are feathers covering the leading edge or shoulder of the bird's wing, both above and below.
The axillaries line the base of the wing underside. This is essentially the "armpit"--or "wingpit"--of the bird.
Secondaries are those flight feathers extending from the axillaries to the wing's midpoint: the "forearm" portion, as noted ornithologist, field-guide author and illustrator David Allen Sibley calls it. Secondaries, overlapping with the innermost primaries, help with the wing's lift.
Primaries are the flight feathers from the midpoint of the wing to its tips, essentially forming the wing's "hand." They serve to combat air resistance, increase maneuverability and provide lift.
This is a cluster of several small feathers attached to the bird's thumb, its first finger digit, appearing near the primary feathers' base. The alula bolsters a flying bird's lift and its ability to maneuver.