Their strength comes from the wings being flexible and lightweight, both of which are achieved by being composed of a vast array of veins with each vein having a space surrounded by cellular layers filled with circulating hemolymph and veins and trachea.
However your question is interesting. Do you know that they have an exoskeleton? Do you know that an exoskeleton provides the structure for them to have paper thin wings? What exactly do you mean by they don't even flutter if they never moved a wing they wouldn't fly, maybe flutter isn't exactly the right word. Their webbing of veins and exoskeleton structure gives their wings the strength they need to be so delicate and thin, but so strong and powerful as to fly the dragonfly anywhere it wishes to go.