I read in lernu that "kuniklo saltas ol elefanto" and "kuniklo saltas ol elefanton" don't mean the same thing. So what about "kuniklo olsaltas elefanton"?

Also, do concatated prepositions have to be direction prepositions, e.g. Can I say "Gxi perflugas flugiloj de facila vento" or "Gxi mias"?

airpath:I read in lernu that "kuniklo saltas ol elefanto" and "kuniklo saltas ol elefanton" don't mean the same thing.

I haven't read that (I didn't take any course here) but what you say doesn't make much sense. Perhaps there was "sur" in the place of "ol", which would make it meaningful. The preposition "ol" is only used to introduce the latter element in a comparison ("mi pli altas ol vi", etc).

salti sur io means to be on something and jumping; salti sur ion means to jump onto something.

So what about "kuniklo olsaltas elefanton"?

As said above, this wouldn't make much sense. "Kuniklo supersaltis elefanton" tamen would mean that a rabbit has jumped over an elephant.

Can I say "Ĝi perflugas flugiloj de facila vento"

It should be at least "flugilojn", but I'm not sure you can. I can't summon a good translation of the verb "perflugi". "per/i" exists, and it means, roughly, "to mediate". A "peranto" is a middleman, a mediator.

or "Ĝi mias"?

Technically yes, but I don't find that one very often.

In the matter of concatenating prepositions and verbs, I suggest, especially at first, to try and be as clear as possible. These concatenations might, at times, look nice, but I humbly think that your first concern should be to make sure that you are clearly understood. Shortcuts will come later.

During my first years as an esperantist I tried to push for "vien" meaning "towards you" but as I grew older and wiser (?) I settled for "ale al vi"