The most common and most likely answer to this crossword clue is the 7 plus 5 letter word WEATHER VANES
I've seen this crossword clue in Financial Times
W
E
A
T
H
E
R
V
A
N
E
S
Buddy explains!

The straight part
We know that "winds around? So these might show" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case winds around? so these might show = weather vanes.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.