Vayu is the air tattva, one of the five gross elements of the Indian scheme, the principle of movement, motion and touch, the moving air, the breath, the wind. In the classical analysis air is associated with the sense of touch and with all that is mobile and dynamic; in the subtle physiology it is linked to the region of the heart and to the vital breath, the prana that circulates through the body. The tattvas are the elemental principles of the Samkhya and Tantric metaphysics of India, arranged from the subtle ether down to dense earth, each with its sense and its subtle root.
Air passed into Western occultism through Rama Prasad's Nature's Finer Forces of 1890 and the Golden Dawn, which used the tattva emblems, air shown as a blue circle, for meditation and scrying from 1888. That Western adoption is modern; the air tattva itself, and its attributes of motion and touch, are part of the ancient Indian doctrine of the elements.
Sources Classical Samkhya: An Interpretation of Its History and MeaningGerald James Larson with Nature's Finer Forces: The Science of Breath and the Philosophy of the TattvasRama Prasad