Deer do what deer do. They have to "get up and go to work" every day. They eat, drink, and sleep. They avoid predation. Deer in windy areas still have to eat, sleep, water every day (at least almost) and live their lives.
In southern Wyoming, we are in the middle of a really windy area.
I think high winds make it easier to find bucks. They don't hear you and are less likely to see you because everything is shaking in the wind. Just work your way into that rotten wind.
"Out of the wind" is relative. It could be on the downwind side of some brush or behind a small rock. They don't always go to a big, dense wooded area to get out of the wind. You still have to look everywhere and it is surprising where you sometimes find them. In the most obscure spots.
Best of luck.