The wind shield icon is an icon of a shield with wind blowing against its left side that will appear in the top center of the screen whenever you are shielded from the wind by an object (such as a building with an interior, walls of a ruined building, exterior building such as a fishing shack, a snow bank along a road, or a large rock formation). When shielded from the wind the windchill effect of high winds on the player character is negated and campfires built will be protected from becoming windblown campfires.