Data-driven fault diagnosis and classification for wind turbine systems have received much attention due to a large amount of data available recorded by supervisory control and data acquisition (SCADA) systems and smart meters. It is of interest but challenging to diagnose and classify multiple faults occurring simultaneously in a system monitored. In this study, a data-driven and supervised machine learning-based fault diagnosis and classification algorithm is addressed by the combination and consolidation among Hilbert-Huang Transformation (HHT), Multi-Linear Principal Component Analysis (MPCA), and Support Vector Machine (SVM) to enhance the feasibility and capability of fault diagnosis and classification for systems subjected to multiple faults. The algorithm proposed is applied to the 4.8 MW wind turbine benchmark model, where multiple actuator faults are taken into considerations. The effectiveness of the methodology is demonstrated by using intensive simulations and comparison studies.