This is the 32nd most frequent Russian word.
при
The Russian prefix "при-" often means "arrival," "attachment," or "proximity," and conveys the ideas of approaching, adding, or bringing something closer.
In this sentence, 'при' indicates the presence or existence of a condition (wind) that influences the situation.
При ветре холодно.
It's cold with the wind.
Here, 'при' denotes being associated with or belonging to an institution or organization.
Я работаю при институте.
I work at the institute.
In this example, 'при' describes the temporal context or authority during which an event occurred.