The Cave of the Wind is a giant labyrinth west of South Window City. Riou and his comrades first hear about the cavern after encountering a revived Neclord in North Window Village following a reconnaissance mission gone awry. When the party regroups in South Window, Viktor informs them that he grew tired of the Star Dragon Sword (one of the few accessories capable of destroying the vampire) and sealed it inside the cave. As its title implies, the Cave of the Wind contains very strong wind gusts that are capable of blowing all unprepared adventurers off-course.
Inside the Cave of the Wind, Riou, Viktor, and the rest of the party come across Kahn Marley who also has a score to settle with Neclord. The party treks through the catacombs and eventually find the Star Dragon Sword who is less-than-ecstactic to see his former wielder. Following a brief battle with Riou and his party, the Star Dragon Sword agrees to help destroy Neclord once and for all.
Much to Riou's surprise, he found himself journeying into the Cave of the Wind on two more occasions. With the help of Hix, Riou located the Red Flower (right by the cave's entrance...), a necessary component of the farcical Test of the Unicorn. Later on, Riou also finds Pesmerga in the Cave of the Wind. Why Pesmerga thought that Yuber would be in said cave is anyone's guess, but he gladly agrees to join the New State Army anyway.