Wind is really hard to remove because it is broadband noise meaning it contains a lot of frequencies across the spectrum. Sometimes I forget to turn on the wind screen on my camera but I’ve done this right in Vegas Pro with fairly good results. Go into the track FX and select the Track EQ that is already added for you. The first point is already set for Low Shelf, which is what you want. Set the Frequency (Hz) to 300 and the Gain (dB) to –Inf (all the way to the left). Now listen to a loop of your audio and adjust the frequency to filter more or less of the wind.
The trade-off is that other audio will sound a little thin because you’ve removed some bass. If you add some music softly playing in the background on another track, it will mask this because the music will have full fidelity and provide bottom to the mix. If adding music is inappropriate for your video then you have to live with the thin sound or buy plug-in lie iZotope RX2, or Sony Noise Reduction 2.0.
Hope this helps.