Here, on the following link to Ursula's 'Royal Magazin' website, is another picture of Queen Mary's wedding presents. Empress Eugénie's feather brooch is in the middle of the picture (4th jewel from the left, on the front row): http://www.royal-magazin.de/england/queen-mary-marriage-presents.htm
Unfortunately, as far as I know, we have never seen Queen Mary, or one of her descendants, wearing this beautiful brooch (or almost any of the other jewels pitured in the link above, by the way... ). Many of Queen Mary's wedding gift jewels were later dismantled and their stones re-used into new jewels, but I do hope it is not the case of this brooch, considering its prestigious giver...
But we know that Queen Mary's 'Empress Eugénie's Feather brooch' is NOT the feather brooch with a rectangular sapphire occasionally worn by Queen Elizabeth II (this one was a wedding gift to the present Queen from Carrington & Co. Ltd):
(Source: Stuart Wilson/Getty Images Europe [1st picture], WPA Pool/Getty Images Europe [2nd picture], both via Zimbio.com)