Wind breathing can be learned from Grimm, after doing a quest he teaches it to you.
The quest Grimm gives is: collect 20 demon horns and defeat Grimm in a duel.
after defeating Grimm in a duel talk to him and you will unlock the first wind breathing skill: dust claw.
Location: Okuiya Village
Tempest blade, Passive: faster during walk/sprint.
the first skill dust claw does a kind of downslam with the sword making 3 wind strikes appear in the air deals decent damage.
he second skill: purifying wind, creates a tornado sending you in the air and your opponent gets pushed back, dealing decent damage.
the third skill: lotus tempest, it shoots you forward leaving a tornado behind you dealing decent damage.
the fourth skill: wind typhoon, you launch up in the air doing 3 strikes before landing, does decent damage. (couldn't find any footage if you do have it please put it here)
the fifth skill: Gale slash, you swing your sword making a wind shockwave that knocks your opponent really far.