UMTS in Europe works on 2100 MHz, so no problem with your Nexus as long as it's unlocked, of course.
You can check Wind shops here:
Wind - Privati - - Rivenditori
it seems there's an official Wind shop at Termini station:
Negozio Wind
ROMA (RM), CAP 00185
P.zza DEI CINQUECENTO SNC c/o Stazione , Tel. 0648906274
Back to TIM: the Internet Senza Limiti of course works on an Android phone (also for tethering). I think there's probably a TIM shop there at the station too.