Rode his horse very quickly is the best meaning of "rode like the wind".
Explanation:
“Rode like the wind” literally means that he travelled in the speed of air. This is a metaphor where a live event is compared to a non-living event. Here the subject travels so fast that this event is compared to a scenario of wind travelling from place to place. This is not a simile or parallelism, because the given phrase is compared to a non-living element in this world.
