Aerial operation in turbulent environments is a challenging problem due to the chaotic behavior of the flow. This problem is made even more complex when a team of aerial robots is trying to achieve coordinated motion in turbulent wind conditions. In this paper, we present a novel multi-robot controller to navigate in turbulent flows, decoupling the trajectory-tracking control from the turbulence compensation via a nested control architecture. Unlike previous works, our method does not learn to compensate for the air-flow at a specific time and space. Instead, our method learns to compensate for the flow based on its effect on the team. This is made possible via a deep reinforcement learning approach, implemented via a Graph Convolutional Neural Network (GCNN)-based architecture, which enables robots to achieve better wind compensation by processing the spatial-temporal correlation of wind flows across the team. Our approach scales well to large robot teams -- as each robot only uses information from its nearest neighbors -- , and generalizes well to robot teams larger than seen in training. Simulated experiments demonstrate how information sharing improves turbulence compensation in a team of aerial robots and demonstrate the flexibility of our method over different team configurations.