Since Gust of Wind is primarily a stealth game, engaging in a head-on fight is rarely advised. Running is usually the best way to deal with hectic situations. However, when there's no way to run, I hope you've picked up one of the weapons laying around in the levels.
Your hands are your inventory, so paying heed to what you're carrying may save you when it comes to blows. Some weapons can be dual wielded, while others are two-handed. Torches double as weapons that light the opponent on fire, which makes it extra important to avoid torch-wielding guards.
With the right mixture of good planning and bad intentions, enemies can also be blown up with time bombs. It's simply a matter of setting the dial after carrying the bomb where you want it (or before, if you're feeling brave). Then wait for a patrolling guard to reach it at the right moment, and enjoy watching the fruits of your labor.