The problem with wind that I have experienced is that the gusts will get in and force the hot air out of the smoker. As the smoker starts to build back up, the next gust draws hot air hot and on and on. One really needs a wind break to solve that problem in my personal opinion.
Now if it is just real cold out, you can wrap your smoker with an insulated blanket, a water heater jacket, etc., to help offset the loss of heat.
I'm so glad I live in Florida.