Windrose plots in Origin terms are Polar plots using Column as a Plot Type and (depending on the data format) the columns may be stacked or unstacked¹.
In a typical windrose, data is given for 16 directions in 22.5 degree increments. The direction may be specified in compass directions like N, ENE, NE, etc. in which case you could insert a column to use as your X data and use a set column values formula of:

(i-1)*22.5

The columns of data represent information about particular wind speed groups - 0 to 20 miles per hour (for example).

Here is some data where I have inserted a column named Angle to use as my X column for data that imported with compass directions in the first column.

Angle(X)	A	B(Y)	C(Y)	D(Y)	E(Y)	F(Y)
0	N	0.79	0.09	0	0
22.5	NNE	0.79	0	0	0
45	NE	1.66	0.17	0.17	0
67.5	ENE	1.4	0	0	0
90	E	0.87	0.09	0.09	0
112.5	ESE	1.05	0	0	0
135	SE	1.05	0.09	0	0
157.5	SSE	0.96	0.52	0	0
180	S	3.32	1.22	0.26	0
202.5	SSW	0.79	0.44	0	0
225	SW	1.48	0.44	0.09	0
247.5	WSW	4.45	1.22	0.44	0
270	W	8.2	1.22	0.44	0.09
292.5	WNW	5.85	0.44	0	0
315	NW	3.75	0.44	0.09	0
337.5	NNW	0.52	0	0	0

doc -e D {layer -i203 %C;};

You can now set each dataset to plot in a different color and/or use a different Box Gap by using the Plot Details dialog.

Click the clockwise rotation button on the Polar Plot Template to orient the graph properly.

To enhance the plot, set the X axis increment to 22.5 (degrees) and setup the Top X Axis Label to use Tick-indexed dataset and use the text compass headings column as the dataset.

1 : Whenever you have multiple Y datasets plotted in a layer, the data may be presented as stacked - the next Y dataset plots on top of the previous Y dataset - or unstacked - where the next Y dataset plots in front of the previous Y dataset. This option is in the Graph menu.

2 : This data assumes that you have Tools:Options:Numeric Format:Angular Unit set to Degrees.