Yes, the existential quantifier expresses existence.
If you assert that
Some pegasus are flying
then you do assert that pegasuses exist, at least by the classical logical treatment of the existential quantifier, and I would claim also by the intuitive understanding of the sentence. If there are some pegasuses which are flying, then well, there are some pegasuses. If you argue that there exists nothing which is a pegasus, then stating that some of them are flying can not be a true statement.
Of course you can talk about fictional domains, and the universe you are talking about may not coincide with the actual world. Since predicate logical formulas are interpreted relative to a structure (that is, a pair consisting of a domain (= a set of objects that is being talked about) and an interpretation of all the predicates, names and function symbols), whether we can draw the conclusion that pegasuses exist in our objective physical universe depends on whether the structure you are evaluating the formula in reflects that actual physical universe we live in. A predicate logic statement is never just true or false -- truth is only defined relative to a structure, so before you can evaluate such a statement in the first place, you need to fix which universe you are talking about. If you are talking about a fictional universe, e.g. the characters in some fantasy book, then you are not making any claims about the existence of objects in the real world. But within the structure you are evaluating the statement in, that is, in the universe of objects that you talk about with your logical language, anything which is quantified by "some" or "there is" exists. That's just what the existential quantifier means.
I was deliberately turning your past perfect "have flown" into a present tense "are flying" because the past tense adds additional complication -- intuitively, it seems plausible that the existence of objects can change over time; pegasuses might once have been flying around but then went extinct, so at the present time, "Pegasuses have flown (at some point in time earlier)" could be a true statement while at the same time pegasuses presently do not exist. Tense is not systematically accounted for in standard predicate logic; we must assume that all formulas are evaluated at the same point in time, and that any object to which some predication (as "being a pegasus") applies exists as an actual object in our structure. Extensions of predicate logic which do capture time relativity and changing domains are modal logics and time logics (and combinations thereof).
If you assert that
Pegasuses have flown
then the question is how to best translate this into predicate logic, because there is no overt quantifier present in the natural language sentence -- it's just the raw predicate "pegasuses".
In this particular context, the most natural interpretation for me seams to be that this sentence is more or less synonymous to "Some pegasuses have flown", with the interpretation explained above.
In other contexts, like
Pegasuses have wings
an interpretation with a universal quantifier seems more reasonable: This statement is probably best to be read as "All pegasuses have wings" -- or, paraphrased more closely along the lines of its formalization, "For any individual it holds that if it is a pegasus, then it has wings". In classical logic, unlike the existential one, the "all" quantifier does not have existential import: A statement of the form "All A B" will -- maybe a bit counterintuitively -- be vacuously true, rather than false, if there are no objects which have property A at all -- here are some reasons why. So when interpreting the sentence "Pegasuses have wings" as "All pegasuses have wings", we do not assert that pegasuses necessarily exist. But if we translate the sentence as "Some pegasuses have wings", then there must be pegasuses.
Of course, the unquantified English sentence one could have all kinds of more fine-graned meanings -- like "Most pegasuses have wings", or "A prototypical pegasus has wings" -- that the two standard quantifiers "for all" and "exists" can not capture, but this is already out of the scope of this questin.