That's a plastic cap, held on by threads on the end of each lug nut. Take the cap off to inspect the actual wheel.1 Steel wheels are super hardy. It's unlikely you damaged a wheel without also damaging a tie rod end or something else (which you would probably feel while driving, but not necessarily hear). All that noise was from the cap flapping in the wind. It looks like you've done some curb detailing on your wheels lately, causing some cracks on the cap, and it probably folded it like a taco, until the high-speed wind righted it.
You might be able to simply take the cap off and put it back on in a more straight fashion. It also just might be toast, in which case, you can throw it out and drive safely without it. If you'd like to replace the cap, the dealer will be expensive. Maybe more than $100. Your best bet is a junk yard or aftermarket like Facebook marketplace or Craigslist. If it's not making the flapping noise at all anymore, I'm quite confident it's not an issue. It was just the cap, so you can go on using the car safely.
- To remove the cap on a chevy, the little plastic nuts are actually little plastic nuts that screw into threads on the end of each lug nut. You only need to unscrew them about one full turn before they let loose. This is confusing because some vehicles, like Toyotas, have similar looking caps but the plastic nuts are fake and the cap is held on by clips along the wheel rim. With that variety you simply pry the cap from the rim. If you attempt to pry this cap from your wheel, you will break it further. See this video explaining how to remove Chevy hub caps. When you put it back on, do not over tighten. Use your socket and hand, not an air tool.