Male cat catches cold, in a wind (7)
I believe the answer is:
helicon
'wind' is the definition.
(helicon is a kind of wind)
'male cat catches cold' is the wordplay.
'male' becomes 'he' (he refers to a man).
'cat' becomes 'lion' (lion is a kind of cat).
'catches' means one lot of letters goes inside another.
'cold' becomes 'C' (abbreviation, eg on taps).
'lion' enclosing 'c' is 'licon'.
'he'+'licon'='HELICON'
'in a' acts as a link.
(Other definitions for helicon that I've seen before include "Home of the Greek Muses" , "Brass tuba" , "mountain in Greece" , "peak of inspiration" .)