I'm glad you're finding RealFlight to your liking! The feature set is definitely much deeper, but it is true there is no wind gadget.
You can add a wind direction readout to the customizable NavGuides gadget. It is expressed in degrees. To help make sense of that, you can also turn on things like the vehicle heading and/or pilot look direction.
The Heads-Up Display gadget also shows the vehicle heading up at the top.
A more intuitive option is to look at the wind sock. Most (all?) stock airports contain a windsock near the default pilot spawn.
Where we run into some difficulty versus real life is in the wind sock placement. Outside of VR, you can't freely turn your head the way you can at the field. Given limitations on view, it would be more convenient in many ways to place the wind sock across the runway from the pilot where it would be visible more of the time, but--just like at a real flying field--an unyielding pole right in the middle of where people are trying to fly is not ideal.
So, we typically place it beside/behind the pilot.
You can press the Up arrow key to "quick look" at the wind sock for as long as you hold the key. That lets you see what it's doing while keeping it out of the way.