@MikeInNH Assuming the car and engine are warm, a windy day would remove more heat envelope from the car and presumably make the heater work harder, or take a little longer to heat up the car.
Tom and Ray are right that cars don’t feel the chill due to wind, and their temperature will stay the same. I know some folks who look at the weather channel and when it shows 25F or so chill factor while the actual temperatue is above freezing they want to put their cars inside or plug in the block heater.