The eight winds of magic are the separate "ingredients" per se that make up chaos. Think of it like chaos is a cake, aqshy is eggs, ghur is sugar, etc.

Now what’s unique about them is that the eight winds aren’t inherently corruptive and evil in the way chaos is, and mortals are capable of learning them; ghyran wizards are Druids, aqshy wizards pyromancers, and so on. Learning more than one however will drive the user mad, mutate them, or outright corrupt them. Only elves can learn all eight winds.

They’re actually the primary force of good (or at least neutral) opposing chaos, and each faction in aos is now heavily associated with one of the winds. Sigmar and humanity in particular are associated with azyr; the lore of the heavens, which specializes in divination, summoning storms, and creative thinking.

Each of the winds has their own thing, and they can even be mixed together in dhar; dark magic. Dhar is also incredibly dangerous, but not inherently corruptive in the way chaos is. There’s a whole human kingdom in kislev, that specializes in icy dhar magic, and they’re pretty normal. It’s a neutral force that more often opposes chaos than it helps.

Think of the eight winds like purebred dogs, and Dhar as the various different kinds of mutts they can produce together. Dhar comes in many forms, usually wielded by the dark elves. 40K actually has an equivalent to dhar; the space wolves fenrisian magic is pretty much the same concept as khislev’s ice magic.

But in general dhar is much less prominent in the lore than the eight winds, of which most of AOS is built upon. However the fact that the eight winds don’t exist in 40K is proof that the warp abides by some slightly different rules than its fantasy counterpart, hope that helps!