A Pressure load acts normal to the face it is applied to, which is not the same as the force of the wind, which will act along the direction the wind is blowing. You can just assign a force to the faces and use components to define the direction the wind is blowing. Newer versions of ANSYS allow a pressure to be defined in a direction, which I find odd.
Creating bolt pretension on this configuration with 3 nuts on one bolt requires special preparation.
The Bolt Pretension load type was designed to work on a bolt with just 1 nut. The shaft is required to have a single face between the head and the nut, separate from the shaft face that is in the nut. It works by splitting that face and pulling the cut faces together to generate the load.
With three nuts, you will need to split the face of the shaft in six places: on the top and bottom face of each nut. In that way you can apply two Bolt Pretension loads, one between the head and the first nut and another between the second nut and the third nut.