Make some wind sounds with the noise channel and some long envelopes. Make some creepy arpeggios-type melodies like the exorcist/dead silence themes. Generally just use minor scales with some deliberately dissonant notes. Odd time signatures help create an uneasy feeling too.
I couldn't do wind sound but I did rain and thunder effect. What I exactly need to do for making wind sounds?
Soundcloud link: https://soundcloud.com/umut_g53/thunder-and-rain-effect
Famitracker file, if you want to examine it more closely: http://dosya.co/8b23900222d9c368/Thunde Effect.ftm