@PegW I found it. It's in the red banner at the lower left corner of the app. So simple I looked past it. Oops.

Theres no reason to delete your history in the app other from uninstalling it on your iphone. Even if you delete it windy still has the data anyway soooo yeah. Really no reason to delete search history. But if you want to do it On PC do CTRL + H and Delete all the stuff related to windy. Didnt think this helped but theres really no reason to want to delete your search history.