Wind actually doesn’t make any sounds until it passes through or comes into contact with an object!
On a windy day, a multitude of sounds can be heard outside. One of the most prominent sounds you’ll hear is like whistling, some will sound like small objects falling / rolling and some sound is like objects rubbing into each other. There are three main contributions to the sound. Each of these is discussed below:
1. Friction- occurs when objects rub over each other. When the air speed increases, the friction over objects increases also. The process of friction can release sound especially as wind speed becomes very high. The friction between air and objects can produce whistling sounds and swooshing sounds.
2. Falling / rolling objects- At higher wind speeds objects are more inclined to fall off of trees and buildings. These objects falling to the ground and rolling along the ground will create sound.
3. Object rubbing- When the wind increases, objects hit up against each other more. This is especially true for vegetation. Higher wind blows trees stems and leaves around more causing them to bump into each other and to create sound. 
 Meteorologist Jeff Haby – How Does Wind Create Sound – http://www.theweatherprediction.com/habyhints/283/