We have eight lines in "Who Has Seen the Wind?" so our setting isn't all that elaborate. We also don't have to do any detective work to decode whether we're in a "real" place or a made-up figurative place, like a lot of modern lyrical poetry.
We have some trees and the wind zipping by. That's it. So really we could be anywhere at any time, so long as there are trees and wind around. Excluding any indoor settings where there isn't much in the way of wind or trees, we can imagine a park, countryside, your backyard, you name it.
That's kind of how most nursery rhymes work too. We don't want to confuse the kiddies with too many details, so speakers tend to keep things as simple as possible in terms of setting. And since we're dealing with something as universal as the wind, it makes sense that our speaker wouldn't clutter her rhyme with unnecessary info. Better to keep things open in order to allow that wind to sound just as mysterious and elusive as it is in real life.