Winged seeds are found in option 3, which is the drumstick plant. Winged seeds are a unique adaptation that allows plants to disperse their seeds over long distances. These wing-like structures are often called samaras or keys.

Option 1, Castor, does not have winged seeds. Castor seeds are actually enclosed in a spiky capsule that does not have any wings.

Option 2, Cocklebur, also does not have winged seeds. Cocklebur seeds are typically covered in small hooks or spines, which allows the seeds to cling onto animals or clothing for dispersal.

Option 4, Garden balsam, does not have winged seeds either. Garden balsam seeds are contained within a dry, dehiscent capsule that splits open to release the seeds.

Therefore, the correct answer is option 3, Drumstick, as it is the only plant among the given options that has winged seeds.