Gee I already answered....which, I guess, brings in the additional option of SHUT UP STEVE..Already! ...
Most insect eaters, on windy days, will forego putting the effort into taking anything that has gotten out of the surface film...fwiw...which, on a windy day doesn't take much effort! ...BUT having said that...I'd go anywhere where I wouldn't be at odds directly with the main avenue of the wind, which means wading stealthfully or paddling then anchoring up & across wind. However remember where the lineup of fish, for dinner, will start....ie where is the food coming from...? Figure that out and one can often find a good vantagepoint. Heavy wind produces chop, thus blocking the fish's window from clear sight.
$.01