i have heard of people dreaming they had wings and waken up with sore shoulders and arms.
usually you only sleep on one arm, not both.
astral projection is sometimes interpreted as a flying experience.
no the physical body in that sense will not change.
the interpretation of what is going on in a dreamscape or out of body experience can be very real though.
our human way of understanding it seems to be that we have 'wings'.
of course we do not really sprout wings.
and even if we could i wonder if we could change our mind in the middle of such a transformation.