Windstones are the keys to unlock travel to new and exciting worlds, by allowing you to safely navigate through a Stormgate. Windstones cannot be purchased from a vendor. You can only find them by completing quests and continuing along the main storyline of the game.
You can view your Pirate's Windstones in the "My Quests" (hotkey Q) tab by clicking the green crystal icon on the left. The "My Windstones" tab will show you all the Windstones that you have collected throughout your journeys.