Not via the solar wind it doesn't. The solar "wind" isn't hot air or heat radiation moving through space. It's electrically charged particles. The heat output of the Sun does vary, however. Even though sunspots are actually comparatively 'cool' (thus dark) areas of the Sun's surface, they are often accompanied by hotter regions known as "faculae". These appear as light patches surrounding the sunspots.
Here's an example from Jan 25th of this year:
http://www.spaceweather.com/archive.php?view=1&day=25&month=01&year=2010
“Faculae are bright regions on the Sun’s photosphere affecting solar energy output. Changes in the number of faculae and sunspots may play a role in global climate change.”
http://astrophysics.suite101.com/article.cfm/solar_faculae