A non-linear finite element model of inclined cables, i.e. cables with non-leveled supports, in the large displacement and deformation fields is proposed for computing the dynamic response to wind loads which blow in arbitrary direction. The initial equilibrium, assumed as the static configuration under self weight and mean wind component, is defined by a continuous approach, following an iterative procedure which starts from the configuration under self weight only. The proposed formulation, which accounts for longitudinal inertia forces, allows to spot the circumstances when the simplified small-sag approach, adopting longitudinal mode condensation, becomes too crude. Numerical simulations have been performed empoying the Proper Orthogonal Decomposition to lower the computational effort.