In order to operate a wind turbine at its maximum efficiency, it has to face the wind. A Vane is employed to turn the turbine in the direction from which the wind is blowing. If the vane is not aligned to the direction of the wind, the wind will blow to the side of the vane to force its alignment.
You may ask why you do not see a vane on large commercial turbine. This is because the force of the wind is not strong enough to turn the heavy turbine, especially when the wind speed is low. The commercial wind turbines haveanemometers installed on the nacelles to detect the wind direction and operate the motors to turn the wind turbines to the direction of the wind.