Since a wind sensor is meant for outdoor use, it is likely the manufacturer has used a robust waterproof conformal coating, but I'd check with them. Other than that, there are plenty of weatherproof outdoor enclosures for sale, which probably have something like a gasket-sealed lid. So buy one of those, poke a hole, or holes, as necessary for the sensor part of it, and seal the hole with a good outdoor epxoy.
I doubt that sensor is practical, or even useful, especially for outdoor use. I note that there are no supporting documents on the web site, and no reviews for revision "P". The Arduino sketch for it mentions that there is no correction for temperature.
I have an earlier version of that sensor, and it is essentially useless. The response depends about as strongly on the air temperature as the wind, so it has to be calibrated for a wide range of wind speeds and air temperatures. That is something you can do only in a very expensive wind tunnel. The response also depends on the wind direction, which increases the calibration difficulties.
As the sensor uses the air movement to remove heat from the wire it is also effected by the air temperature. To reduce its effect, you would need another of these sensors in a wind free area at the ambient temperature to be used to offset the ambient effect.