This is similar to another question that IO got, "Why do Rabbits have long ears?"

In Nature, when something works well, it survives. Bats with wings can catch food, insects, much easier than if they were crawling on the ground. They can avoid getting eaten themselves by flying to the roof of a cave where snakes and large mammals can't catch them.

Bats are completely specialized for flying. The bones in a bat's wings are similar to those in a human's arms and hands. A bat holds objects with its mouth and with the hooks on its wings. It cannot walk or run. Its legs and feet are only strong enough to hold on when it hangs upside down from a perch, which is how bats rest or sleep. To start flying a bat drops from its perch. If it is on the ground it usually crawls to some height, using its wing hooks and feeble legs, until it can drop into the air. It can, however, take off from a position on the ground if necessary.

Bats can chase insects through thick forests on the darkest night without striking a branch or twig.