The production of electrical energy through fossil fuels has effects both on the local environment (polluting gasses)and on the global environment (greenhouse effect).
The characteristics and the quantity of the emissions coming from these plants is linked with the burning of specific fuels such as coal, combustible oil, methane gas, with the technology used for combustion and also with the treatment of fumes.
It is possible to consider that one thermal plant produces approximately the following substances for every generated kWh:

CO2 (carbon dioxide): 1.000 g/kWh
SO2 (sulfhur dioxide): 1,4 g/kWh
NO2 (nitrate oxide): 1,9 g/kWh

Among these gasses carbon dioxide is the most relevant.
Even though it is not a poisonous gas (it is present in the sparkling water) CO2 is the main cause of greenhouse effect and of the climate changing we are assisting to.
Just to give you a more concrete example let's consider an aeolian plant with a power of 100 MW (requirement of a small town) and producing energy for 0,2 billion kWh a year. Such production will be able to substitute the generation of energy through fossil fuels by avoiding - each year! - the following emissions in the atmosphere:

CO2: 0,2 million tons
SO2: 280 tons
NO2: 380 tons

Moreover, aeolian energy presents the following advantages:
reduction of dependence from foreign countries
diversification of sources of energy
regionalization of production