There are 2 ways of measuring the wind
1) Measure what direction it is blowing in, using a weather vane. You might find one on your daily walk - they can be spotted on the top of some farm buildings, churches and even garages! A flag or a wind sock do the same job. You could find out about the points of the compass, if you'd like!
2) Measure how hard the wind is blowing. An anemometer is a spacial tool for measuring the strength of wind. The faster it spins, the harder the wind is blowing. The unit of measure is 'knots' (from the days of sailing). The Beaufort scale is also used.
See the previous page on how to make ones.
You could then put it with your rain gauge and thermometer, to make a weather station.
Admiral Sir Frances Beaufort and the Beaufort Wind Force Scale
Watch this safe You-tube Kids video about the Beaufort Scale
Can you find out who Sir Frances Beaufort was and talk about how he compares with Isaac Newton, who helped work out what rainbows are (See Rainy Days).
Maybe listen to an adult, as they read about his life to you. Talk about it as you listen.