I agree with what everybody has been saying so far. I feel especially attached to this topic because I spend a huge percentage of my time on the Winnebago system. On this system in particular wind has almost everything to do with where the fish are and how we fish for them.
First off I find that fish, especially walleyes, bite better overall when theres a breeze. As a general rule of thumb its usually better to troll the mud flats for roaming schools when its calm and better to cast the shallow rock areas of the lake on a windy day.
The waves crashing against the shallow rocks of either a reef or a shoreline work up all the plankton that are hidden in the rocks which attracts the baitfish and it doesn't take long for the game fish to move in after them. On a huge lake like Winnebago I don't believe that one or two days of wind is enough to move many fish from one side of the lake to the other.
For example... lets say there has been a hard west wind blowing for two days, it doesn't mean that all the fish raced over to the east shore. It means that if there were some fish in the area they're probably sliding up into the shallows along shore to feed. However any one of the rock piles on the west side of the lake probably has just as good of a bite going on it assuming its far enough away from shore to allow sufficient wave action. So just because the wind is out of the west does not mean the fish are all on the east side. I belive it has more to do with wave action than a "pushing" of the fish. It is also important to note that the longer the wind blows hard out of one direction the more fish will find there way over to that side of the lake.
You bring up an excellent question in reference to what the wind has been doing the past few days. The answer is the fish don't quickly swim across the lake because the wind shifted. If there was a hard south wind for a few days that suddenly shifted to the west I would head straight for the north shore that day.
I hope this helps you a little, it is a very tough topic to understand completely because there are so many variables and many different opinions on the topic.
The picture is of a 29"er we captured in 40+ mph winds, this fish was one of 13 we caught in under 20 minutes, that day really drove home to me how good the bite can be in strong wind.