Interesting if brief article here on studies into echolocation in bats. Specifically the way certain sounds may be optimized for open or wooded environments.
Bats are the only mammals with true flight, of course. The fossil record is spotty and we don't know all the steps that led to them being such. The question of why they can fly and no other animals can is as much philosophical as scientific. The way that they use echolocation seems to suggest that the mammalian approach to flight is quite different from the avian one.