Dua when the wind blows or during a wind storm

اللَّهُمَّ إِنِّي أَسْأَلُكَ خَيْرَهَا ، وَأَعُوذُ بِكَ مِنْ شَرِّهَا
Translation
O Allah, I ask You for it's goodness and I seek refuge with You from it's evil.
Transliteration
allaahumma innee as'aluka khayrahaa, wa a'oodhu bika min sharrihaa
Sources: Abu Dawud No# 5097; Ibn Majah No# 3727