Yes it is worth making arrangements to limit how much wind whooshes directly into the popdoor. Be aware there will always be some breeze thru there though -- and that is perfectly ok (during daytime anyhow).
There are a lot of ways that you can do it, many of them mentioned in earlier posts.
IMHO the best approach is twofold: 1) construct a windbreak outside of the coop, preferably of ample dimension (and definitely sturdy enough it won't blow/fall over!), and then
also 2) use a curtain or plastic strips in the doorway.
A common windbreak is a couple bales of straw or mulch hay, spiked into the ground with rebar or some similar arrangement so they don't fall over; or some plywood or plastic or burlap applied to the upwind run fencing if it is not too far from the popdoor. (If you go attaching things to run fencing, make real sure your run fencing is sturdy enough not to get blown askew/over by the increased wind load!! And you might make it only half the height of the run fence). You will want to think carefully about exactly how you arrange it, because you don't want to find your setup channelling wind INTO the popdoor when you get a storm from the East! Two useful possibilities are to have the windbreak be set back some reasonable distance from the popdoor (tho then of course it needs to be correspondingly larger), and/or to have it be in L or T fashion, with or without gaps.
To use a curtain (e.g. canvas or burlap) or plastic strips (I use strips maybe 8" wide cut from very heavy translucent plastic shelf liner from
Walmart, overlapped for almost half their width) you are likely to have to start with it only half-installed or half-pinned-up (or maybe even less than "half" if your chickens are very timid or conspiracy-theory-minded) and let them get used to the idea before fully commissioning the device. With gradual training, though, pretty much all chickens do learn to use these things.
Good luck, have fun,
Pat
