Removing wind noise is almost impossible, unfortunately -- at least if it occurs over dialog or if you want to keep the dialog and somehow filter out the background noise. Even Hollywood productions must commonly re-record dialog in a studio when wind or background noise was too great at the time of the shoot.
You can remove sound between lines of dialog using a noise gate. And if there's a hum of a certain frequency, you can sometimes use a frequency filter. But I don't think this is what you're looking for, is it?
It would be already very helpfull to delete/minimize the windnoise in these parts of the clip where persons are not talking. The clip in my case, the parts where 'the actor' was talking outside, where acceptable but if interviewer and actor don't talk the wind overrules all other environmentsounds.
Use the noise gate parameters in the NewBlue Noise Fader audio effect. You'll have to experiment with the Threshold and Fade settings to get a natural cut-off.
But remember how noise gates work. The cut audio under a certain volume level. So it will only remove background and wind noise between lines of dialog -- and then only if this background noise is quieter than the dialog.
I agree with Steve - ambient noise in Audio is tough to remove, or reduce. This article covers some methods that might help: http://forums.adobe.com/message/2860521#2860521 However, and depending on the frequencies of the noise and the frequencies of the material that you wish to retain, YMMV (Your Mileage May Vary).