BASICS OF LIMIT BREAKS
Highwind is obtained in the optional Sunken Gelnika after getting the submarine. The Gelnika crashed in the cape to the west of Costa del Sol. Take the sub there and dive to find it. Inside the Gelnika, follow the path to the save point. Go left, and if you are doing this before the raid on Midgar, you'll have a miniboss fight here that shouldn't be difficult, but they have good defensive items to steal. In the next room, head down the stairs and Highwind is in the bottom-most chest.