For turbines of 40kW size and larger, on a windy day, the sound of the turbine is drowned out by the wind even just a short distance from the turbine. Current technology makes sound almost a non-issue at most wind farms. However, wind turbines do produce some sound, which means wind farms should be sited with this in mind.
Some small turbines, smaller than 40kW, can get noisy in strong winds. There are many different brands of small turbines, and the sounds from each and the conditions that cause the sounds vary. If you are thinking of purchasing a small wind system, be sure to research this aspect of the turbines.