Air Carrier First Officer reported obstacle alert on approach.

Narrative

Approximately 15 miles northwest of OKC; while descending to 4;000 ft.; we were cleared for a visual approach to 17L. Our heading at the time looked to give us a 90 degree intercept of the final between HANGS and GOLFS. Wind at altitude was out of the southwest; so our course was drifting us north. Pilot flying (PF) set 3000 in the altitude window as it is the altitude at HANGS and continued the descent. At 3000 ft.; ATC informed us of the antennas at 12 o'clock which we had in sight. Immediately thereafter; we got a GPWS obstacle caution; followed by obstacle 'Pull Up.' We were already in a left hand turn away from the Towers at the time and never descended below 3000 ft. Obstacles are marked on the 11-1 approach chart at 2758 ft. Towers were in sight the entire time and Escape Maneuver was not performed. Approach and landing normal.Cause: Unfamiliar airfield to pilot flying. Pilot flying didn't recognize the wind at altitude was pushing aircraft towards obstacle. Suggestion: Take vectors to ILS