If by "the highwind" you are referring to the Airship from Final Fantasy VII (the Highwind) then it's really quite easy:
- Get on a Chocobo (I'm assuming you've already figured out how to do that)
- Ride the Chocobo over to the Highwind
- While riding the Chcoobo, get in the Highwind exactly as you would normally.
If you want to see the Chocobo in question, while controlling Cloud on board the Highwind (while flying it, press the Menu button) go to the door to the Operations room (don't enter) then enter the room on the far right.