It is possible to also change wind direction using Sh3 commander, in conjunction with seasonal "mod" in it. Or even without it, having always a random wind direction that affect smoke. But this mod was never built yet, even it is totally possible and easy to made.
Just keep in mind that the wind that is show in the weather report will be not necessarily the same direction that the smoke will blow. Some of the sh3 limitations here.
Edited: look here:
http://www.subsim.com/radioroom/showthread.php?t=135552