The whirlwind is used often in the Old Testament. Here is what the Wikipedia says about it:
A whirlwind is a weather phenomenon in which a vortex of wind (a vertically oriented rotating column of air) forms due to instabilities and turbulence created by heating and flow (current) gradients. Whirlwinds occur all over the world and in any season."
In the Bible of course it has a special meaning: to get a fuller grasp of the biblical meaning you would need to study the many uses of it in the above link. Perhaps the most familiar and meaningful example could be when "Elijah went up by a whirlwind into heaven" (at II Kings 2:11).
Think how that relates to the whirlwind that Job experienced here; in both cases it was a cataclypsic event: Elijah went to Heaven (came back once to visit the Lord). Job went to Heaven in a different sense. Blake meant by Heaven being free of the trammels of materiality in order to experience the Eternal. (It might also happen to you, as it happened to Job in our story.)
Speaking in general Kathleen Raine points out on page 139 that "wind or breath is a symbol of the Holy Spirit .... throughout the Old and New Testaments and indeed throughout the world".
|Plate 13 of The Book of Job from the University of Adelaide|
Who is this that darkeneth counsel by words without knowledge
Then the Lord answered Job out of the Whirlwind
Who maketh the Clouds his Chariot & walketh on the Wings of the Wind
Hath the Rain a Father & who hath begotten the Drops of the Dew
The Lord answering Job out of the whirlwind
Who is this that darkeneth counsel by words without knowledge? (Job 38:2)
Then the Lord answered Job out of the whirlwind (Job 38:1)
...who maketh the clouds his chariot: who walketh on the wings of the wind (Psalm 104:3)
Hath the rain a Father? or who hath begotten the drops of the dew? (Job 38:28)