First, the windbreak should be located upwind from prevailing winter winds. If most of your winter wind comes from the north, then locate the windbreak to the north of your home. Also, wind will tend to curl in around the ends of the windbreak, so it should extend well beyond the area to be protected.
For the purpose of blocking/slowing wind, you want a fairly dense windbreak, so have several rows of trees and shrubs and use different types of evergreens. A dense windbreak will protect downwind for about 10 times its height, so locate it such that the area to be protected is within that zone. If you are in a part of the country where snow is common, plan on there being a fairly deep snowdrift within three times the windbreak height, so plan accordingly.