Translation:The wind is coming from the northwest.
Aniar aduaigh can also mean 'out of the blue', I believe. 'Thainig sé aniar aduaigh' - It came out of the blue/as a surprise.
You're right. The history behind that is the north-west is supposedly the only directiom an invasion hasn't occured from. So if it comes out of the north-west, it's a surprise.