Wind has energy associated with it.
Moving air is called wind. Since air has mass, moving air has energy associated with it. This energy is called wind energy and it is by virtue of its motion. We have often seen during the times of storm that wind blows at very high speeds. The energy associated with wind during storms is sometimes so high, that it even uproots trees and causes massive destruction to buildings.
Wind energy has been successfully harnessed and has been used in many ways, some of which are running flour mills, generating electricity.