What it does
I should be upfront: "Wind Walk" isn't an official Magic: The Gathering keyword or ability. There's no such mechanic in the game's rules or card pool, so anything I'd describe would be invented.
You may be thinking of a few real things with similar names. Landwalk abilities (like islandwalk, mountainwalk, swampwalk) make a creature unblockable if the defending player controls a land of the named type—a common nuance is that it only checks land type, not color, and it does nothing if no opponent controls that land type. Flying keeps creatures evasive against non-flyers. There's also a card named Wind Drake and the spell Cyclonic Rift, but none use a "Wind Walk" keyword.
If you saw this on a specific card or in a custom/Un-set context, let me know the exact wording and I'll break it down accurately for Commander play.
