In Multiplayer mode, every character can fly. Kirby and Dedede inflate themselves. Meta Knight has wings. So logically Bandana Dee flies by awkwardly squatting repeatedly. It truly is a sight to behold.
In the last cutscene, Kirby and his friends are on Popstar. Kirby wakes up and sees Bandana Dee and Meta Knight nearby. They find Dedede stuck in the ground headfirst. He spends the rest of the scene with a flower stuck to his head.