'windproof' originates from Modern English as a compound of the words 'wind' and 'proof', where 'wind' meant 'moving air' and 'proof' carried the sense 'resistant to' (from a notion of testing or proving against something).

'wind' comes from Old English 'wind' (from Proto-Germanic *windaz) meaning 'moving air'; 'proof' in the sense 'resistant' developed from Old French 'proef'/'preuve' (from Latin 'probare' meaning 'to test'), and the compound 'windproof' formed in English by combining those elements.

Initially the parts meant 'moving air' and 'test/prove'; over time the compound came to mean 'resistant to wind' or 'protected from wind', which is its current meaning.