Pick any synth that can generate white noise (which is most of them).
Set the synth's volume and filter envelopes to zero attack and decay with high sustain.
Set the synth's filter to low pass or bandpass.
Use one of the synth's LFOs to modulate the filter cutoff - a random LFO waveform works well for wind, a triangle wave for surf sounds.
Adjust the filter resonance until it sounds right, for wind it often works best of set fairly hign, but not so high it self-resonates.
For more complex wind sounds try using two LFOs with different waves and rates, say one random and the other triangle or sine wave.
That will give the "traditional" synth wind noise.