It doesn’t matter who controls the creature with flying or what player or planeswalker that creature is attacking.

Windreader Sphinx’s ability will trigger when it itself attacks.

The creature must have flying when declared as an attacking creature in order for Windreader Sphinx’s ability to trigger. For example, attacking with Trained Condor (a creature with flying and “Whenever Trained Condor attacks, another target creature you control gains flying until end of turn.”) and a creature without flying will cause the ability to trigger only once.