Daleks were first alleged to have the ability to fly in season 2, episode 8, The Chase. That was in 1966, with William Hartnell as The Doctor.
The first time they're actually seen flying, or hovering, was in Revelation of the Daleks in 1985.
Since the reboot of Dr. Who with Christopher Eccleston (
) as the 9th Doctor, there have been quite a few instances where Daleks have taken flight, including my favorite episode, The Big Bang.