This option has no effect on the display of the wind arrows on the map.  These always follow the convention of having the arrow pointing in the direction in which the wind is going.

In iGrib, if you tap and hold a point on the map, a small pop-up window will give you the actual forecast values for that point.  The to/from option is to choose how the value for wind is shown.  This is necessary because the data follows the convention of vectors and shows the direction that the wind is going towards.  

However, uniquely with Wind, the normal convention when talking about wind is to talk about where it is coming from.  e.g. a 10 knSW wind is coming from the South West, and expressed as a vector as strength 10kn and heading 45˚.  This is confusing to most people who say that SW is obviously 225˚.

You can chose to have the value displayed as (to) 45˚ or (from) 225˚ - whichever you feel more comfortable with.