Stochastic feed-in of fluctuating renewable energies is steadily increasing in modern electricity grids, and this becomes an important risk factor for maintaining power grid stability. Here, we study the impact of wind power feed-in on the short-term frequency fluctuations in power grids based on an Institute of Electrical and Electronics Engineers test grid structure, the swing equation for the dynamics of voltage phase angles, and a series of measured wind speed data. External control measures are accounted for by adjusting the grid state to the average power feed-in on a time scale of 1 min. The wind power is injected at a single node by replacing one of the conventional generator nodes in the test grid by a wind farm. We determine histograms of local frequencies for a large number of 1-min wind speed sequences taken from the measured data and for different injection nodes. These histograms exhibit a common type of shape, which can be described by a Gaussian distribution for small frequencies and a nearly exponentially decaying tail part. Non-Gaussian features become particularly pronounced for wind power injection at locations, which are weakly connected to the main grid structure. This effect is only present when taking into account the heterogeneities in transmission line and node properties of the grid, while it disappears upon homogenizing of these features. The standard deviation of the frequency fluctuations increases linearly with the average injected wind power.