It is there. You can tell it is there, because you see it's result: the leaves on the tree move; the trash in the inner city tumbles down the sidewalk; your hair gets mussed up. But you can't catch it.
Sometimes in life the things that attract us are like the wind. They seem so powerful, so exciting. We want to hold them in our hand and experience them and understand them... but they are like wind - we can't have them; we can't hold them; we can't harness them.
If we want to something solid to hold onto, we need to look for things other than wind: how about the affection of a son or daughter? What about a good friend who is always there for you? God, who never changes, is a great refuge from the frustration of chasing wind.
Chasing wind is something that I think we, as people, are naturally prone to do... but it is really unsatisfying... and quite exhausting.
(Something I wrote mainly for those not-so-heavenly minded... like myself sometimes)