Here is a brief history of what WindClan did in each book

Into the Wild

WindClan wasn't see since they were driven out by ShadowClan, but Brokenstar tells them that they driven out Windclan

Fire and Ice

WindClan was brought back by Fireheart and Graystripe.

They granted Fireheart and Graystripe access to their territory.

Forest of Secrets

Ravenpaw's path

They are seen when Ravenpaw and Barely is going to Thunderclan, and Windclan is seen looking for Crowkit