It doesn't matter who controls the creature with flying or which player or planeswalker that creature is attacking. Windreader Sphinx's controller is the player who may draw a card.

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

The creature must have flying immediately after being declared as an attacking creature in order for Windreader Sphinx's ability to trigger. For example, attacking with Kitesail Corsair will cause the ability to trigger, and attacking with Pegasus Courser and a creature without flying will cause the ability to trigger only once.