"We must ride the winds, for they will show us the path." - Sein
The Valley of the Winds is a canyon in Nibel that's filled with tunnels and pine trees. It is initially accessed from the left of the Spirit Tree above the Spirit Caverns and connects to the Misty Woods, Forlorn Ruins, and Sorrow Pass. It is in this area that Ori distracts Kuro and obtains Kuro's Feather.
When Ori initially enters the Valley of the Winds, there was no wind blowing. After restoring the Element of Winds in the Forlorn Ruins, the wind was brought back to the area and all of Nibel, allowing Ori to travel up with the wind using Kuro's Feather.