First, make a global variable called "windsound" or something similar in main.c.

Second, place your wind sound file in the 'sound' directory of your D-Mod, and add your sound to the list in start.c, and give it the next available number. For example, let's place it in slot 99.

Then whenever you want to start the wind sound, try this:

//Change 11025 to 16000 or 22050, whichever sounds best
&windsound = playsound(99,11025,0,0,1);
sound_set_survive(&windsound);

And then when you want to stop it from playing, do this:

sound_set_kill(&windsound);