The birds have to learn by making mistakes, just like humans. I was watching some blue jays come in to land at a raised platform feeder in our back yard one day, with a 25 kt wind. The platform had a raised edge that they landed on. They came from a tree which was upwind.
The adult birds knew all about landing into wind. They would leave the tree, fly past the feeder, turn 180 degrees, and land into wind. One juvenile jay decided the 180 degree turn wasn't necessary, and landed downwind. The ground speed at touch down was excessive, and he collapsed forward, doing a belly flop onto the platform - no apparent injury. The other jays seemed most amused.