Hi there. It is very windy and very noisy even at home today. I like wind because it is relaxing and comforting. However it is too strong today. I can’t concentrate on my studies.
The thing you concentrate must be a noun. You could also say "I can't concentrate on studying".
It would be OK to say "I can't concentrate on my study" so long as you understand what "study" means when it is used as a noun. It's not what you think. You could be doing, for example, a "study" on the eating behavior of lions in the jungle, and you could concentrate on that study. However, as I understand what you said, that is not the meaning that you intend.