It could mean 'He/she doesn't have wind' - I don't have wind would be 'Nie mam wiatru'. But I think nobody would use it in this context or understand it in this way
"Wyje wiatr" makes sense, but it means "The wind is howling". The more usual phrase, closer to simple "It is windy" is "wieje wiatr". You may know that, but I'm writing just for others.