Contrary to what you might have heard. Instead, this is what happens:
...wind turbines mix up the cold and warm layers of air by dragging cold air from the ground up high into the air (where it’s normally warmer) and by dragging warm air from high up down to the ground (where it’s normally colder). This redistributes the heat energy held in a given volume of air by roughly equalizing the temperature of a large volume of air. However, because the turbines are only redistributing the energy already present in the air, it doesn't effect global warming in any way.
Its the same effect, incidentally, that fruit growers create by flying helicopters over their orchards to combat frost damage.