I want to make a race of sapient birds,they are starting their own industrial revolution. Is it possible for them to develop air vehicles even though they can fly without them??
Human can walk and run, and actually are probably the most optimized endurance runners among land animals. Despite that they have invented and used land transport from the very beginning of their technological development: beasts of burdens, carts, chariots, wheelbarrows and later on autos, trains and bikes, because they needed to transport more and/or further with less effort.
Same consideration will hold for your avian people. Keep in mind that a bird cannot carry much more load than its own weight, so I would say it's even a more urging matter for them to develop transportation, air transportation included.
Birds not only fly, they also walk and hop and climb trees.
Thus, you could start with land vehicles and roads. Additionally, sapient birds could also have domestic animals, so you could start with donkeys... which would be preceded by domesticated dogs and goats or their equivalents. Domesticated birds could be expected too, chicken for food and pigeons for airmail, so why not larger birds for travel?
Our industrial revolution followed long period of nomadic and settled life, and most importantly agricultural revolution (you'd have to invent what that means for birds) with its wind- and watermills, social organisation, large population, currency, printing press, banking, science, colonialism, legal system, plague, art, navigation, timekeeping... Whatever you invent, it ought to be be built on top of this.
Perhaps you could start with hot air balloons, which are based on sky lanterns (ancient) and were almost ripe for manned flight at the start of our industrial revolution. Birds could use those to rest, eat, drink, spend leisure time, as well as travel and move produce around. Kites could be used as cheaper, stationary equivalent.