This is the 3965th most frequent Russian word.
западу
"Западу" means "to the west" in English.
In this sentence, 'западу' (to the west) denotes a direction relative to another location.
Город расположен к западу от реки.
The city is located to the west of the river.
Here, 'западу' specifies a direction where an event occurs regularly (sunset).
На западу солнце садится каждую ночь.
To the west, the sun sets every night.
In this case, 'западу' signifies a region (the west of Europe) where an event (wind) occurred.