Mayflies go from eggs to larva to subimagoes very quickly, living just long enough as adults to continue the cycle. The wing formed of Mayflies are those in the adult stages, and last only a few days. The entire life cycle of a typical mayfly lasts one year.
The life cycle of the mayfly begins when the eggs are deposited either on the surface of water or underneath. Most eggs of mayflies are submerged completely by female adults who push their abdomens under the water surfaces. After depositing the eggs the females die, often on the surface of the water where they deposited their eggs.
The immature mayflies go through several stages, from larva to instar. The mayflies molt in between each stage. How many molts the immature mayfly goes through depends on what type of species of which it is a part. The immature mayfly swims from its hatching place to the surface, making its way to land often via plants. Here the mayfly molts and becomes a subimagoes, with wings. This transition lasts no more than a few minutes.
After this they fly. They will molt one last time and become a full adult. The mayfly is unique in that it has a stage of molting beyond its winged form. This is very uncommon among winged insects. This adult stage is very brief, lasting just long enough for the mayflies to mate and for the females to deposit eggs on or below the water surface, after which they immediately die. The Mayfly life cycle lasts around one year on average.