Hi kbelkus -
Scratch that first statement. Physics Actors will NOT respond to a Wind Directional Source though that is something we may look at adding in a later update to the engine. You should be able to simulate the effect of wind through a blueprint with your lantern and a Physics Thruster or Radial Force Actor which can be set to push and stop pushing at given intervals to simulate the wind.
Sorry about the confusion and if you need me to explain more let me know -
Eric Ketchum