I built all of my wings and then asked my Steward (Lydia) to furnish them. I know it takes time for the furniture to actually be added, but how long?

I build them myself but if you waited 48 hours outside, traveled to a distant cell then back it would probably be there.

Not long honestly. I just went out and did a decent quest and came back and they were done.

I will have to try that then, because Vilkas has been taking his time furnishing the main hall. I went and built another house, came back and furnished all the other rooms, moved a ton of stuff in and still Vilkas is working on the main hall. Every time I return he has added a new piece, but I doubt I have the patience to wait. I might furnish the next cellar, set the steward up to furnish the entire second house and Braggen can go back to doing vampire side quests. He has yet to work out how to get rid of these Dawnguard pests that keep following him everywhere.