Should I be concerned about creaks when the wind blows?
Yes, it's normal to hear a wood-frame house creak any time the wind direction or speed changes. How much creaking you will hear will also depend on the temperature differentials between inside and out, and the humidity. What you're hearing is minute changes in the wood as  the pieces in the wood framing either rub against one another, or 'slide' on a nail. 

The ONLY time you have to pay attention to it is if you go up in the attic and see that something has moved in such a way that it's exposed nails or where a rafter or joist has twisted. I have a few areas that concern me in my 1980 structure, and I have taken pictures of them so that I can keep an eye on any progression. If those areas continue to expand or twist, I will reinforce them with additional wood or metal strapping. 

But yes, in general, it's perfectly normal in houses of all ages, types, and descriptions that have wood framing. It's part of the charm, honest!