Wings basically do the function of providing lift, but rockets don’t need lift for flight. They instead, use the mechanism of down thrust. So rocket have engines which produce down thrust and make them fly.
Also Read :- Aircraft and rockets is lighter than air according to its size ?
The rocket engines are designed to offer a counter-force to the force of air and it is something which is not present in the aircrafts. So unlike aircrafts, rockets don’t have wings.