Until recently Windlocked Roller Doors were only ever talked about in very large Commercial Doors and Roller Doors sent to the Pacific Islands.

In 2019 there was an amendment to the standard AS1170 that meant all new doors need to have the design for wind considered.  This does not mean you HAVE to windlock the door.

If the building is existing and had been designed with the doors to be open (or have failed in a wind event) then the building will withstand the internal pressure created by the open building catching the wind.  So the risk to the building is minimal, however, that does not mean the building will not be damaged, but more importantly the items immediately behind the door will probably also be damaged.

To prevent this occurring  roller doors can be windlocked which is a clip that holds the curtain in the guide and resists blow in or blow out.  The windlock guide must be fitted during manufacture and cannot be retro fitted.

The manufacturers all have their own version of the Windlock system, but they look something like this.  

Under load the clips on the curtain hook the lugs on the guide.  Forced entry is often achieved by applying a similar load effect, so adding windlock doors can also greatly improve the physical security of the building.

Windsor Doors do not have wind rated roller doors, only thier shutter doors are rated.

Windsor Series 1 and Series 2 doors do not meet the current NZS wind standards and should not be used in exposed situations.

This generally applies throughout Taranaki, Matamata/Piako, Wellington and the South Island.

B&D (Garador) windlock information page here, sorry this is a little dated.