I have both wind and thermal vests.
The wind Vest as stated will cut down on the wind and act as an outerlayer.
When purchsing one try to get one made out of Windtex or similar. They can be a tad thicker,BUT they will work and are breathable. That plays in more in the Spring or Fall seasons. Next and this is key. Purchase a wind vest with a mesh back. This will allow your sweat to work off your back and you will stay dry longer, much longer. You may also find a vest with rear pocket. Many vests
skip this feature, also zippers that open at both ends. They can be tucked in your jersey if you get warm.
A Thermal vest is heavier and made of WINTER weight material. Full coverage on the front and back, mine has pockets. Again Wintex or Gore are the better options to wick your sweat off your back. These are too large to fold up in your jersey if you get warm.
FYI, You can get a thermal on ebay
I paid $20 last spring including shipping for similar, $35-45 now with shipping is right.