It varies by locale and season. For example, in the Midwest, its SW in summer and NW in Winter, but you can get winds from the NE in spring, usually to cold to still play. In Chicago, my old weather almanac doesn't list a prevailing wind direction, but most maximum gusts seem to come from somewhere west, with the exception of Feb.
Here in DFW, it lists prevailing winds as from the south all 12 months (I would have guessed it from the north in winter, and those blue northers do happen in the winter months, but I guess not as often as we remember dropping 30 deg. in an hour.
Some pros think we should design for the prevailing wind, always. Between fitting the land and variable breezes/winds, I try, but if I get 2/3 accommodating the prevailing wind, I rationalize that the others play better in "off" winds.
As to length and prevailing wind, some architects try to put long holes downwind and shorter ones in head winds. Makes sense until you realize every hole plays with similar clubs! Others try to accentuate the difference by putting short ones down wind to be really short, and long ones into the wind to play really long. One pro suggested a long 4 par into the wind with a short par 5 coming back parallel, so the "real" par five was the four, and vice versa to give golfers something to think about.
Again, weather Almanacs (I have a tattered book, but I suppose they are on line now) will tell you.