As another answer mentions, this sort of appendage is primarily used for moving in liquids. While some microorganisms could theoretically use it to fly, physics stops this sort of appendage from working.
For smaller creatures, the tension between molecules makes the world seem like a different place. For example, water's surface tension is enough to lift or drown an insect, and the fairy fly (a kind of wasp) can almost grab its way through air.
These structures work for microorganisms, including in the air, because at their scale, they are suspended in the fluid (fluid = gas or liquid), so very little force is necessary to keep them lifted.
Now for the rotary part - at a small scale, the forces of things like cell membranes can hold them together - individual molecules can slide past one another while remaining connected, just like surface tension. However, at a large scale, this isn't possible. Entire sections would have to be completely detached, making it impossible for nutrients to travel from one side of the rotor to the other. Not enough blood, lymph, nerve signals, etc. would be able to get through, as basically the entire area would be cleaved for the rotation. Helicopters and Bacteria both don't use any of these parts, so they have no problems.
Additionally, muscles do not work for this kind of motion - a muscle only functions when both ends are attached to something. However, as we just learned, the rotor must be detached from the rest of the creature. Thus, muscles wouldn't work unless the creature was grabbing the rotor and constantly rotating it and re-grabbing it. And then, how is it going to evolve this? It has to find reliable access to very strong rotors, learn to grab it, learn to rotate it without letting go, and then have enough strength to generate the force to use the rotor for lift, which isn't possible due to the square-cube law! And then, it would also have to have a counter-rotor to keep the rest of its body from swinging around the opposite way (ever noticed the little one on the back of helicopters? Newton's laws strike again - rotate one thing one way, you rotate the other way).
Why would this not evolve? Well, for the same reason it hasn't so far - the resources and energy required are too much, the rewards too little, and the connectivity impossible - any species that even tried this method would definitely be out-competed by regular flying species.
Thus, it is practically impossible for any naturally occurring large organism to use this method of flight. The best you're getting is the helicopter seed, which still only falls.