A good dictionary would help you with this.
I would say they can be synonymous, but since 'wind up' usually carries a slightly negative connotation, it is safer to use 'end up' in all contexts.
Both mean to 'to finally be in a particular place or situation', but ‘wind up’ usually suggests that the final destination or situation was not very nice.
'They're travelling across Asia by train and are planning to end up in Shanghai.' This sounds wonderful, so 'wind up' does not work here.
'If he carries on stealing things, he will wind up (or end up) in prison' - this is neither planned nor very pleasant, so although end up works, wind-up (with its negative connotation) is perfect.
Hope this helps.