Hey Kari,
To get winds into the CDU, go to Index (IDX), Route Menu, LSK 6 R
Then FPLN Wind Update LSK L4
This will bring a mostly empty page, this is fine, anod nothing to worry about, click "SEND" LSK 5 R and the winds will start to be requested and downloaded.
This may take a while depending on how many waypoints you've got, and how good your VHF Datalink signal is, when it's done, you'll just need to "Exec" the new wind data.