NMEA data is cleartext. If you connect the terminal software to your serial port and set it up correctly (4800 baud, the default in terms of CTS/bits/parity etc), you will see it come up on the screen line by line.
Lines begin with a short keyword and a set of numbers, usually comma separated.
Specifically, wind data is marked with MWV keyword. Here is the link that describes all the keywords, including MWV - http://gpsd.berlios.de/NMEA.txt
So, if you see the MWV data in terminal and numbers appear to be correct - there is an issue with your PC software.