Reducing wind noise inside
In my experience there are several common sources of sound caused by the wind at a window.


Banging screen. The screen is loose and the wind rattles it back and forth in the frame. To test, removed it and see if the noise goes away. To fix, put something in the track to hold the screen tight. Just about anything will work including a stick, or a piece of foam, such as a piece of door weather sealing foam
Banging glass / the window slider. Very similar to the screen issue but for the opening side of the window, especially for a slider window. You don't want to remove it to test like the screen but you can test with the fix noted for the screen. Shim it tight and see if the noise changes
Whistling. This is usually about the shape of the house or a part of it, which can be the edge of the window frame or trim. You might need to go outside to investigate and narrow down the source. Likely sources include anything with a sharp edge (think of blowing over the lip of a bottle as a musical instrument). Changing the shape of the edge will change the sound until its gone. Use something appropriate, whether it is a new piece of trim, sanding the edge, or so on