No they didnt.
You people should really read the touhou wiki more often. Ofcourse a 100% accurate portrait display is impossible like exact details, but ZUN states Momiji is a white wolf tengu does you can imply she has atleast a tail and wolf ears like Rin and Chen have ears.
And like Arashi said, Koakuma does have wings on her sprites. As well as on her head and back.
For your information, I research Touhou Wiki frequently and know about all of the character profiles by heart, and their pages EXSPLICITLY stated that they didn't have those features at the time. Yes, Momiji was a wolf tengu from the start, but ZUN never designed her with the wolf features. The fans made those, based on her race. This contribution by the fans gave ZUN a 'sure, why not' moment and officialy give her the wolf features. Perhaps the profiles have been updated, but at the time I read them it was actually stated there.
And regarding the wings on Koakuma's head, I have been accidently mixing things up. Koakuma DID have wings on her head....
but no wings on her back. Fanon struck again and gave her wings on her back to match her head wings. Like the name she got from the fans, ZUN confirmed it after a 'sure, why not' moment.
Don't believe me? Search up their Touhou Wki entries and look at the fun facts. I dare you...