From my experience (and other discussions I have read on the video forums), basically, there is very little you can do with wind once you get it in the audio. You can use a low cutoff filter (or bandpass for speech), but you will not be very happy with the results. You need to block the wind noise before it gets in there - part of the problem with the wind noise is it often saturates the microphone(s) and tends to be surprisingly broad spectrum. Depending on what you are using to record the sound, look into a "dead cat wind filter" or "dead cat wind muff" for the microphone (see this for an example of a cheap one - https://www.youtube.com/watch?v=MHfMTpHMaL4
). Like sand in your oysters, it is tough to get rid of once you let it in.
If you do a search on "wind noise removal", you can find lots of people asking how to do it, quite a few methods to try and deal with it and very few good results short of blocking it BEFORE it gets in. That is one of the reasons, many people recommend using headphones to monitor the sound on video recordings at the time. You may not realize that slight breeze you feel sounds like watermelons going around in your washing machine on the video.