Nearly all mics come with a foam wind screen accessory; if they don’t, you can almost always buy one. You’ll find some people suggesting online that using one of these foam windscreens can muffle or dull the sound that your microphone captures, but this is rarely the case. The benefits of using the windscreen — protection against surprise gusts, plosives, and so on — far outweigh any potential disadvantage.
We suggest trying it both ways: with the wind screen and without. Let your ears tell you which is better.