I need to write an essay relating one theme in the novel Where the Winds Leads. Can someone please explain at least one theme?

There are a lot of potential themes that the essay could explore. My recommendation is to pick a theme that is either easy to defend based on the text or one that you feel quite passionate about.
Since the story follows Vinh Chung and his family's escape from communist oppression, you could explore a theme about systems of government. Chung believes that his family's life will automatically be better in America, which could definitely steer your paper toward discussing the theme of people pursuing the "American Dream." The family's journey is not easy. It is fraught with danger of various kinds. Bravery and self-sacrifice are both present as themes in the story. Even after escaping to the United States, Chung's struggles were not over. You could use his struggles throughout the story to explore a theme on perseverance. Finally, since the story began with Chung as a wealthy man who lost everything, you could explore a theme that focuses on poverty.