There are eight Wind Crests around Hyrule. They start out looking like gravestones, but when you check on them, they explode and reveal a symbol on the ground. Once you have the Ocarina of Wind, you can use it to summon Zeffa the bird, who will transport you to the Wind Crest of your choice. But you can only travel to Wind Crests that you have checked on to make the gravestone explode, so be sure to check on them as soon as you find them.
Hyrule Town
There is a Wind Crest near the north exit of Hyrule Town.
Minish Woods
The Wind Crest here is just north of the Minish house where you get the bombs.
South Hyrule Field
The Wind Crest is just north of Link's house.
Mt. Crenel
Just south of the entrance to the Cave of Flames.
Castor Wilds
All the way at the bottom of the northern area of the swamp.
Lake Hylia
You don't need to check on this Wind Crest to activate it. You can only reach it after getting the Ocarina. It's visible near the entrance to the Temple of Droplets.
Veil Falls
After climbing the wall of Veil Falls, you will find the Wind Crest near the pattern of rocks.
Cloud Tops
Just south of the big house on the Cloud Tops.