Death's Wind is part of the base game. Crafting stations are located in Auridon (Eastshore Islets Camp), Glenumbra (Chill House) and Stonefalls (Armature's Upheaval). You can craft any armor, jewelry or weapon of this set in any motif style you know, as long as you have 2 traits researched (per item). You can trade crafted set pieces to other players; however, each set item becomes bound on equip.