If you are near or on a lake or ocean, it is possible to observe surface flow of wind based on the changes in water texture or ripples. Relatively stronger winds will disturb the water surface causing ripples. This region of ripples or darker texture can be observed moving as the wind progresses. Therefore, if this region passes over your location, you will experience stronger winds. This technique is widely used by sailors.
Wind can also create waves with heights that vary according to the wind speed.
There are probably other techniques not discussed here that can be used to observe wind. However, what has been discussed indicates various approaches that directly relate to more immediate wind effects.