Just fancy what the West is to him (4)

I believe the answer is:

whim

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'just fancy' is the definition.
'whim' can be an answer for 'fancy' (both can mean a notion or desire). I am not certain of the 'just' bit.

'the west is to him' is the wordplay.
'the west' becomes 'w' (abbreviation).
'is to him' becomes 'him'.
'w'+'him'='WHIM'

'what' is the link.

Can you help me to learn more?

(Other definitions for whim that I've seen before include "Fad" , "Fanciful impulse" , "Sudden unusual change of mind" , "Sudden or capricious idea" , "Urge" .)

I've seen this clue in The Globe and Mail.

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