First, it is spelled "evening." To say "in the evenings" or "in the mornings" means you are talking about specific days (e.g., "I had a great holiday in Mallorca: in the mornings we walked on the beach, and in the evenings we visited the many dance clubs." When you say these times without the "s" plural, it means a normal or general action/plan/behavior, etc. For example: "In the morning he likes to check his e-mail before getting in the shower." Or, it could be only one specific day's action: "Tomorrow they are visiting St. Petersburg, and in the evening they will attend the Kirov Ballet."

I've actually never seen anyone use in the evenings/or in the mornings. So I think the only difference is in the evening/ in the morning are correct, the others are wrong.