There isn't a great deal you can do other than try to protect the microphone from wind by cupping your hand near it - watch you don't block it or increase wind noise by making a wind tunnel
Where possible shoot so that your body blocks wind from crossing the face of the camera or if able to get in the lea of a building or largish object (car, rock etc.)
This is a common problem for camcorders that don't support external microphones - I often find with my little JVC that I have to delete the audio and put a narration, voiceover or soundtrack in at the editing stage - not much help if the footage depends on the audio but.....