There are basically two different ways that wind noises can enter your car. The first is from turbulence, which you can't do much about--this is when air is blowing over the car because the weather is bad outside and is beyond your control. The second is when air leaks into the car, which you can control by locating the problem and fixing it.
Inspect all of the weather stripping on your car doors and windows for damage or holes. Re-glue weather stripping using rubber cement. If the weather stripping is torn or completely destroyed, you may need to buy new weather stripping. Make sure that all of the windows seal completely with the weather stripping on every window. Go for a test drive after you've done this step and see if the noise is still present.
Clear all door drain holes with an ice pick or an awl. The door drain holes must be cleared for proper air circulation and to release water.
Seal any permanently closed windows using automotive caulk. Use non-permanent peel-away caulk to diagnose the problem and then take the car for a test drive to see if it has eliminated the wind noise. Once you've identified the problem, either take the car to a repair shop to get the window sealed properly or use a small amount of permanent caulk to seal only the problem area. Using caulk could be a little bit messy, so this method might be best for older cars.
Take a look at your door surfaces and notice if there are any solder lumps or other deformities in the door. File off any irregularities with a file or use a hammer to correct small deformities. If the door isn't properly closing, this is one way that air could be entering the car and creating a wind noise. If there are major problems with the door's ability to close, you may need to visit an auto bodyworks garage and have a professional handle the metal correction.
Use an electronic leak detector if the problem doesn't go away. An electronic leak detector uses a sensor to detect air moving through the car's windows. Most car repair stores will have access to an electronic leak detector, but they may charge you for the usage or request that they perform the repair. The electronic leak detector will find the leaks so you can properly replace or seal the weather stripping.