As more and more flexible structures such as long span bridges and suspension bridges are built in the world, their increased flexibility can cause serious concerns for researchers and engineers. For such structures, wind load has become one of the most important dominant loads under consideration in the analysis and design of structures. Thus, accurate and reliable evaluations of the wind characteristics are critical, as the evaluations may provide a solid foundation for which the design of wind-resistant structures can be relied upon. Therefore, according to the importance and sensitivity of this subject in some special applications, the current research has been presented both analytically and experimentally, which may be utilized as guidance for researchers and engineers around the world in this field. The wind field measurement system used for this research acquires the high frequency wind speed data for the process of tropical cyclone and monsoon wind. Wind characteristics are studied systematically with wind data collected. Furthermore, the comparative study of stationary and non-stationary models, which is established with a self-adaptive procedure, is conducted. The established non-stationary model presents advantages for measuring the time related wind speed variations. Analytical results obtained in the research expose the difference between the traditional stationary and non-stationary models cannot be ignored, especially over a large time horizon. Moreover, in order to predict the wind speed with higher accuracy, a more accurate prediction method based on wavelet decomposition and chaotic diagnosis is also proposed. The wind speed prediction method considers the frequency domain characteristics of wind speed series for improving prediction accuracy. Wind speed data collected from the long term experiments and downloaded historical data are applied to verify the accuracy and reliability of the proposed prediction method. Wind induced vibration is another aspect which will affect the safety of the structures. As a typical and commonly seen type of wind induced vibration, vortex induced vibration (VIV) of bridges and the aerodynamic influences of the bridge attachments on the VIV are studied experimentally with a wind tunnel test. The effect of the attachments installed on the bridge deck such as crash barriers, wind barriers and traffic flows on VIV behaviors including lock-in wind speeds and vibration characteristics are systematically investigated. A new method by combing the unscented Kalman Filter with unknown input and simplification of Tylor series expression for studying the loads generated by vortex and VIV is proposed in the research. The governing equation developed is simplified by Taylor expression which can be applied for general bridge decks, unscented Kalman Filter with unknown input (UKF-UI) method is utilized to identify the self-excited and aerodynamic forces in VIV lock in regions. Instead of using fitted mathematical model, such a method can be directly applied on wind tunnel test data of general bridge deck types. The research findings are valuable for better analyzing and comprehending wind characteristics as well as interactions between wind and structures, and are expected to provide a practically sound guidance for designing wind-resistant structures especially flexible structures subject to wind exertion.