There are ideas there for homemade kites and windsocks. Here are a few other ideas and links for windy fun.
Make a Straw Airplane - I just went to a training session where we flew these planes. It was so much fun!
Cut a paper strip 1 inch by 10 inches and another strip 1 inch by 5 inches. Tape the ends of each strip together to make a circle. Tape the circles to either end of a straw. Hold and toss like a paper airplane. I tried both regular paper and cardstock. Both worked but the cardstock plane flew a little better. You could decorate the strips with markers or stickers before making the circles.
Fly them outside for distance or try to land them on particular targets (inside a basket or plastic hoop).
Make Paper Airplanes - You can fold paper into all kinds of planes. 10PaperAirplanes.com has instructions for different kinds. Play airplane games or just fly for fun.
Make an Anemometer - Create your own anemometer to see the wind speed. Unplug Your Kids has instructions with simple resources (cardboard, paper cups, push pin, pencil, clay).