First of all: I'm not a climate expert, just had to deal with the same issues than everyone when making maps. So take everything I say with a grain of salt. You've been warned :-)
I'd start placing mountains before climate. Whatever the wind patterns, mountains are very important in defining the climate of a region, and you should start there. Of course, maybe you already have a few ideas of what climates you want; and if so, you should just put the mountains in the places that would favor those climates.
A tricky thing will be winds. Winds on earth are caused by difference of pressure and the coriolis effect, which has no meaning in your world because it doesn't rotate. Random winds are not, in my humble opinion, very cool. So I'd just go for some pattern, any pattern, using whatever motive fits into your world.
Having winds and mountains, climate will follow.