When the wind is blowing it removes the heat faster away from the water pipes.
The result of the wind removing the heat from the water pipes causes them to freeze much quicker than it would when the wind would not be blowing.
So it's best to protect water pipes from the wind because the wind can really freeze the water pipes quicker because of the heat loss that happens.
Just like the wind removes our body heat and makes us much colder the same results with water pipes.
So although the freezing cold weather can freeze pipes on it's own the wind cools the water pipes down much quicker so it freezes sooner.
You can leave water dripping in faucets to help prevent the water from freezing but also protect any water pipes that are exposed to wind and outdoor walls.
Leave cabinets open if possible to allow heat into those areas as well.