"The wind is cold here" is equally good
A real story that happened to my mother: One day, it was stormy outside, and she didn't want to leave the house. So she said: Saya tidak mau keluar. Ada banyak anjing! When everyone started laughing, she realized the mistake
Is there a good reason why "Wind here is cold" wouldn't be an acceptable translation? Use of the definite article "the" at the beginning of the sentence isn't necessary in English.
This sentence is probably a pun. "Angin" also means "rumor", "atmosphere", "trend" or even "fart". So, maybe the speaker made a bad joke and then people are now backstabbing him...