Under the action of the same wind azimuth, the extreme values of the wind load effect components of building structures are generated in the along-wind, cross-wind, vertical, and torsional directions. In designing the wind-resistant structure, the extreme values of effect components need to be combined to determine the internal force envelope values of members. Complete quadratic combination (CQC) and Turkstra combination rules are often used to determine the combination value of extreme values of wind effect components. The extreme probability distribution expressions of the CQC, and the Turkstra and approximate rules, are derived. The simplified combination Equations and combination coefficients of the CQC and Turkstra approximate rules are proposed in this paper. We use the combination Equations and Monte Carlo simulation method to analyze the accuracy of Turkstra and its approximate rules. The results show that the combination extreme is associated with the correlation coefficients, mean values, ratios of standard deviations, and fluctuating extremes of effect components. The errors between Turkstra and its approximate rules are small when load effect components show a positive correlation. The errors are largest when the standard deviations of components are equal. Our research results provide a theoretical basis for the combination method of wind load effect components of building structures.