I prefer hollows sheltered from the wind, just because I'm more likely to hear them talking back... but wind does not seem to phase turkeys... I've seen them on exposed ridge tops in 20mph winds almost blowing them around when they fan out, yet they act like nothing is amiss. It IS very tough to hear them if they are downwind, and tough for them to hear you calling if they are upwind.
I've had birds on multiple occasions coming to me from downwind and I could watch them gobble at 50-75 yards, yet I couldn't even hear the gobble.