A windproof sweater may use a protective lining or another specified construction to reduce wind passing through the garment. Check what the manufacturer actually describes rather than treating any thick knit as windproof.
Wind protection and rain protection are different properties; a windproof description alone does not establish waterproof performance. A lined sweater may also feel different from an ordinary knit during active use. Follow the care label for the whole garment, since heat and washing requirements can depend on both the knit and lining.