As monoped said, they use it to their advantage when they can. In the 30+ yrs of deer hunting I have seen deer walk in every type of wind direction that they can. I even posted a bit a while back just to pacify a buddy on a conversation that we had to the same topic.
The biggest thing that I can tell as will others who may reply is that if you can plan ahead and make the stand set up with the possible wind that you may encounter during your hunting time, North, North/West here in Illinois for our gun season, you will be ahead a bit more than if you didn't. \
The other big thing is be as scent free as possible. You know what you have to do to accomplish that.