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
