Northwest breeze in general. Usually there is more wind during fall and winter. In the summer there is often a breeze in the afternoon, witch allows you to ride often, although it will never be a strong wind (max. 15 knots).
From Bordeaux, Dax, or Mont-de-Marsan, just go for Mimizan, it's well indicated. Once there, go to Mimizan Plage, and then toward the north where the beach is.
During the summer, you might want to walk a bit to the north (200m), because there is a lot of people swimming and the lifeguards won't necessarily appreciate you riding in the middle of swimmers, when 200m to the north there is nobody on the beach and in the water.