What is “a place with a lot of wind“ called in English?
Not for the place as a noun. You would need to call it "windy"
exposed to or swept by the wind:
or "windswept"
open or exposed to the wind:
A place with a lot of wind is called a blowy or tempestuous place.
Blowy: Windy or windswept. [Lexico]
Example: We had a hard time in a blowy place.
Or try blustery.
Blustery: With strong winds. [Cambridge English Dictionary]
A blustery place.