I was a little confused by your first question. As far a I know Taxol is not a gymnosperm but a chemical produced by members of the plant family Taxaceae and used in cancer treatments. Am I mistaken?
Were you perhaps thinking of a conifer like Yew (Taxus sp.). Members of the family Taxaceae have no pollen chamber because they reproduce differently than other conifers. They don’t produce woody seed cones. Instead the form ovules at the tips of short axillary shoots. Each ovule is at least partially surrounded by a fleshy, cuplike covering called an aril. In yews, the aril is bright red and open at one end. The seeds with their fleshy arils are produced only on female yew plants, while pollen cones are produced on male plants.

As for Cycas having winged pollen. I’ll give you a hint. The pollen grain is transferred by the wind. Wouldn’t wings make air travel easier?

I hope this helps. Good luck. 😀