Wordsworth is talking about how the wind sounds: he says it howls. While the words are self-explanatory, the context needs to be explained.
Wordsworth is saying in this sonnet that modern humans are out of "tune" with nature. We feel alienated from the natural world. That is because we spend too much time apart from it, focused on earning and spending money.
For Wordsworth, who found God's spirit, redemption, and a deep peace and joy in the natural world, this is a serious problem, one he laments in this sonnet.
The poem implicitly compares the unimaginative way we hear the wind in the modern world to how the ancient Greeks heard it: to us, it merely howls. The Greeks, however, understood nature as a spiritual force. To them, the sound of the howling wind was filled with poetry and tied to the music of the gods. It wasn't merely some annoying outside force howling but Triton, the messenger god of the sea, blowing his horn. Wordsworth would rather embrace nature in the same imaginative and spiritual way as the Greeks did than in the dull terms of his own time.