From WoWWiki

Windy Cloud occurs in Nagrand. It can be harvested by engineers using a Zapthrottle Mote Extractor, turning into varying amounts of Mote of Air.

Windy Clouds locations

Windy Clouds do not wander around quite as much as the other gas clouds. However, some approximate location information may be helpful.

Some locations where Windy Clouds have been located in the past:

• The floating islands east and south of Halaa. (Note that some of these are unreachable due to being too far away from the island)[Note: as of patch 2.4.2 most if not all of these spawns have been fixed to be reachable. As of 5-15-08 only 1 spawn has been found unreachable at the apple floating island]
• All around the Ring of Trials.
• South and North East of Oshu'Gun in the Spirit Fields.