Control Panel > Units & Other Settings > Units/Wind Chill
Have a look at Temperature Setup tab, too.
I'm sorry, but I do not know if you can set WD to show Heat Index instead of Wind Chill at a certain Temperature. I show Wind Chill and Apparent Temp - no Wet Bulb.
I think you can get an LED for some sort of Heat Index, but we don't need it in Scotland
