Hans, When you click on the red triangle to play the video, Windy's video player fires off and gives you the option of Full Screen (The "cornered box" in the lower right). Sadly, this does not work. It only gives a "Full Screen is unavailable" message.
However, just to the left of it is a "YouTube" option.
Clicking on that takes you to the YouTube site and uses THEIR player, which DOES have a working "Full Screen" box icon in the bottom right of the window. Try it. I think you'll be quite pleasantly surprised.
I've noticed this phenomenon on other sites as well, so it's not just specific to Windy.com. I just happened to stumble onto this trick, but I sure am glad I did. .
Hope this helps.