Here's a video to help you out! If you prefer text walkthroughs I have one below \/

1. Get the new quest from your Codex and activate it.
2. Go to the first mission, find one of the caches, deactivate the portal and finish the mission.
3. Go to the next mission highlighted by Lotus and continue excevating until you get all three blueprints for the archwing pieces.
4. Go back to your ship and craft the pieces (Pieces take 6 hours) then craft the Archwing! (Archwing takes 36 hours)
5. Play the next mission highlighted by Lotus and enjoy your new Archwings!