Here you will find a map of all windsurfing schools that are part of the Swiss Windsurf Organisation. This will provide you with a good overview about the spots where wind surfing is possible in Switzerland, and will also give you a staring point if you need some instructions in the beginning.
Here the interactive map as an image:
Here you will find an interactive map of all wind surfing clubs in Zurich. This will also provide you a good starting point.
Personally, I know the spot at Tiefenwinkel bei Mühlehorn, Walensee which is the official place of the Liechtenstein Windsurfing Club. Everytime I'm there, there are some people windsurfing, because the Walensee is located between two big mountains and therefore it is a very cold lake (actually the coldest lake in Switzerland) and it is almost always windy there.
It is also relatively close to Zurich. By car you will be there in 40 minutes and by public transport in approximately 57 minutes: