Wind erosion shapes dramatic landscapes—yardangs, ventifacts, dune fields—but it cannot carve a canyon. Canyons are defined by deep, steep-walled valleys formed primarily by fluvial erosion: rivers cutting through rock over geologic time.
Wind lacks the mass, continuity, and hydraulic force to remove bedrock at the scale and depth required for canyon formation. It acts on surface particles, abrading exposed rock faces, but cannot incise a channel hundreds of meters deep through stratified strata.
In arid regions, wind and water often work together: flash floods do the deep cutting; wind widens and sculpts the walls afterward. But the primary agent is water—even in deserts, where rare but catastrophic floods accomplish most erosion.
Iconic canyons (Grand Canyon, Fish River Canyon, Copper Canyon) all owe their existence to rivers, not wind.