I read this fantasy novel about 10-15 years ago. I know I read it in french, possibly in the original, but it might be a translation, and in that case probably from english, but maybe some third language.
It is about a world where the wind is always present. Sometimes it is moderate, but often there are very strong tempests. Only a zone of small extension perpendicular to the wind is free of ice. Along the wind, it extends between the bottom of a huge, vertical, impassable cliff downwind, near which most people live, and the far upwind unknown. The people have a low technology and some magical powers, but not very strong. They have a strange ethics, sending groups of people to march upwind to find "the origin of the wind".
Now they do have a faster means of transport, using wind as its motrice force, just like a sailboat can go upwind by tacking. I forgot if they are wind-propelled flying machines, or wheeled ones or sleighs. But their ethics forbids to use them to help the marchers. In fact I think the marchers despise the people using these machines, and the latter are not themselves interested in going further upwind, as they don't see the point to go deliberately into very dangerous areas. At best they bring to the marchers news up- and down-wind, not more.
The novel follows such a group of marchers, formed of very specialised individuals, each with his, or her, own limited magical power, in its upwind progression. On the way, one after another of the group dies, or is left with the survivors of earlier groups who had given up on their quest and settled in a not-too-inhospitable region. The POV character is always one of the group, and changes on each chapter. At the end only one character keeps going, and finds the end of the world: the top of a huge vertical cliff. He somehow makes a magic parachute and jumps, almost killing himself in the process. When he recovers consciousness, he finds out that he is at the bottom of the downwind cliff : these people had never realised before that they were living on a spherical world, and he has just achieved going all around it for the very first time.