Yep, you need to answer the question good to get hold of her, I am sure someone else can give you the right answers. Only thing I remember is that you must not give her a name, don't ask a name from her. Also don't save. If you answer a question wrong or you try to save, she will steal money from you.

There isn't a materia for Wind-magic only. But in Mideel you can get it from the Chocobo nearby the doctor. Give him the right Greens (forgot the name again, but I am sure someone knows it) then scratch him behind the ear. The choco will give you contain materia. This has Freeze, Break, Tornado and Flare. So it isn't all Wind, but it's a very cool materia.