Windrunner

What is this from exactly?

A game called Heroes of the Storm. The character was originally made in 2002 and is apparently named Sylvanas Windrunner. Coincidence, in all likelihood.

I believe there's a DOTA character called Windrunner also.

Sylvanas is a well known Warcraft character from Warcraft 3 and beyond. Look her up on WoW wikis; she is totally awesome.