If you use matplotlib when draw windrose, try to save the fig with following opthons.
plt.axis('off')
plt.savefig('windrose.png', bbox_inches='tight', pad_inches=0, transparent=True)
After you got the image file, generate ground overlay code in kml.
import simplekml
kml = simplekml.Kml(open=1)
doc = kml.newdocument(name='sample', open=1, visibility=0)
ground = doc.newgroundoverlay(name='windrose example')
ground.icon.href = 'windrose.png'
ground.altitudemode = simplekml.AltitudeMode.absolute
ground.altitude = 500.0
ground.latlonbox.north = 38.031368255615234
ground.latlonbox.south = 37.11344909667969
ground.latlonbox.east = 141.5791015625
ground.latlonbox.west = 140.4208984375
ground.visibility = 1
kml.save('sample.kml')
Each values are need to adjust.
Please refer following, if you'd like to know more about ground overlay.
https://developers.google.com/kml/documentation/altitudemode#absolute