DH is right about the difficulty in removing wind noise, but hoping it might prove useful, here is a hint I copied from a thread somewhere in this discussion list.
How to export audio from Final Cut Express to (free) Audacity and back again after noise removal.
1) download Audacity
2) in fce timeline, place in and out points at beginning and end of audio
3) select that audio clip, and that clip only
4)file-export-using quicktime conversion, in the pop-up box format as aiff, 44.1kwh 16bit stereo
5)open audacity, make sure box in bottom left corner says 44100
6)file-import-audio
7)go to file and select it, click choose
8) select part of audio with just wind noise, then go to effects noise removal, click get noise profile etc.
9)when satisfied, click file-export, click ok, close audacity
10)Open fce, drag your audio clip to the right hand end of clip. Move playhead to the in marking. Go to File-import
select your audio file, choose.
11) file appears in fce browser. Drag from there to overwrite and the audio goes into the track, perfectly synced
My apologies to whoever posted this hint, I tried to find the name to give credit. This really does work to get rid of room hum, but wind noise is a really different beast and this may not help. I suspect, as DH says, it will remove too much of the audio you want to keep. Hugh