Remove the casing or wood trim that covers the joint between the wall and door frame with a pry bar. Insert the tip of the expanding foam applicator into the seam between the door frame and the wall, and push down the trigger to release the foam. Replace the casing and seal around the edges with caulk.
Replace the weatherstripping around the door. Weatherstripping is available in rubber, plastic, foam and metal. Foam, according to Energy Savers, is the most effective against wind. Measure each side of the exterior door frame with a measuring tape. Cut the weatherstripping to size using a hacksaw, if using metal weatherstripping. Other types can be cut with a razor knife. Clean up the cut edges with a file. Place the weatherstripping against the door frame and screw them in place using a Philips head screwdriver.
Place a door sweep on the interior of the door. Door sweeps come in aluminum or stainless steel; either material is acceptable. Close the door and measure its width at the bottom, and cut the door sweep to size with a hacksaw. Put the flap side of the door sweep against the bottom of the door; make sure the sweep is covering the gap between the door and the bottom frame to stop air flow. Then screw it into place using the supplied screws and a Philips screwdriver.