In the Elvin world, air/wind is considered to be an element; one of the six known elements.
All the elements have somewhat of a personality, as said by Lady Zillah in Book 7: Flashback. She explains that wind "breathes," while the other elements may "dream", "hunger", or "pulse."
Though Sophie is not a Guster, she did once mention that the wind was "a force that she couldn't manipulate," unlike other forces.
Gusters are elves that can control the wind.
Wind is often bottled in the Elementalism class in Foxfire. You can capture this element in many different ways, as explained in the book Twenty-Five Ways to Catch the Wind. It can be captured in the form of tornados as well as regular wind.
In the fourth book, Sophie notes that one of the Exillium locations (Bosk Gorge) was very windy and that everyone found it hard to move against the force of the wind.
In the third book, the Everblaze fire spread due to the amount of wind there; thus leading to the tragic death of former Councillor Kenric Elgar Fathdon.
When Sophie and Grady visited Brant's home for the last time, it was very windy, and that hindered Sophie's and Grady's ability to do as much.
During the Mt. Everest ambush by the Neverseen, it was noted that there were extremely harsh and windy conditions.