Well, this is the Anim8or forum.
I managed to import the LWO into Blender and export it as OBJ. (Format conversion is about all I ever use Blender for, I have to admit. It's way too complex for me.) No surface texture images were associated with the materials in the model's .mtl file, so they have to be associated manually in Anim8or. The .obj model loaded into Anim8or as a single mesh with no subgroups, which is going to make for more manual work.
I used Anim8or's material menu to associate the wing surface textures with appropriate materials, but the textures were not oriented properly so far as Anim8or was concerned: the wings were drawn solid grey. See the 1st image below.
In "Point Edit" I selected the Right Wing's surfaces and used the UV tool to scale and position the surface texture for the Right Wing. See the 2nd image below.
I then exported the model as a CMOD and created the directories and SSC file that Celestia wants. Although the model was drawn, the wings were transparent. Apparently the PNG images have transparency enabled. As a quick fix, I converted them to JPG images since JPG doesn't support an opacity channel. Now the top of the right wing looks OK. See the 3rd image below.
I'm not sure what problem you were encountering, but certainly managing to get the model into Anim8or with the correct format is a stumbling block.