Wind in European city, fleece put on (9)
I believe the answer is:
corkscrew
'wind' is the definition.
(thesaurus)
'european city fleece put on' is the wordplay.
'european city' becomes 'cork' (I've seen this before. I am not sure about the 'european' bit.).
'fleece' becomes 'screw' (both can mean to defraud or cheat).
'put on' says to put letters next to each other (some letters go on or after others).
'cork'+'screw'='CORKSCREW'
'in' acts as a link.
Can you help me to learn more?
(Other definitions for corkscrew that I've seen before include "Bottle-opener" , "Move in a spiral manner" , "Twist" , "Graves opened by this" , "convoluted course" .)