This looks like some nice work..
just a few comments
why not use vec_lerp in c-script to replace the D3DXVec2Lerp(w_CurrentDirection, w_CurrentDirection, w_DirectionGoal, w_DirectionChangePct);
I don't know I saw the lerp and thought it might help.
You are correct about
w_strWindInfo.Format("Wind speed %.2f Dir %s", w_CurrentSpeed,GetWindDirectionString(degrees));
It is formating the data (Current Speend and WindDirection)into a string representation and will be saved in w_strWindInfo.