No. A dog who shakes, hides or tries to escape in the wind needs a safe place, not another exposure they cannot leave. Wind can bring moving objects, new sounds and changes in pressure or scent. You do not have to know which part worries your dog before helping them inside.
Check that doors, fences and identification are secure. Never tether a frightened dog outdoors or make them stay in the yard until they calm down. Let them retreat to a familiar indoor space. For necessary toilet trips, use a secure lead and keep the outing brief when conditions are safe. If their fear is growing, they injure themselves trying to flee or they cannot settle afterward, speak with your vet and a qualified reward-based behavior professional. The noise-fear guide may help with the sound part of windy weather, but wind fear is not automatically thunder phobia.
On a calm day, you can notice which cues precede the reaction, such as rattling windows or moving branches. A professional can help design gentle practice that stops before panic. Do not replay loud sounds or bring the dog near flapping objects at full strength to test them.
Today, set up a safe indoor resting place and check the forecast before the next outing. Safety is the first step, not a delay in training.
Sources: Dogs Trust on storm safety and a retreat space, Dogs Trust on noise fear and gradual help, VCA on signs and treatment of fears.