Why Wont This Wind Sound Script Work?

You don't need to define any parameters in the Play method, you don't need any ends in your current code and you need to define the SoundId as an asset . Try something like this:

local sound = Instance.new("Sound")
sound.SoundId = "rbxassetid://138161072" --The "rbxassetid://" part represents the asset id link, and the numbers represent the sound Id. This is equivalent to "http://www.roblox.com/asset/?id=138161072"
sound.Looped = true
sound.Parent = game.Workspace.MusicBlock

sound:Play()

I would also suggest to look at the Wiki tutorials to gain a better understanding of scripting. You can visit the Wiki here.

Those ends aren't needed. Before you go any farther in coding, I suggest getting at least a basic understanding of how to code. Roblox has a variety of tutorials available on the wiki here.