It depends on the change in direction. You cannot take a domain
boundary and change it from OPEN to a fixed velocity or vice versa
during a computation. So if the wind switches from N to S, you would
not be able to do that at the domain boundary. If you had a wind that
shifted from N-NE to E-NE (where at T_BEGIN both the N and the E
boundaries had a fixed velocity) that wind shift you could do by
assigning RAMP_Vs to the two boundaries.
Now all that being said, you could try having all the exterior
boundaries OPEN and use POROUS OBSTs near the boundaries (look at the
jet fan example). You could turn on and off the OBSTs as needed with
a TIME DEVC and assign a RAMP to the SURFs for the OBSTs to give the
time dependence. So if your wind shift from N to S via E, you would
start with an OBST for N boundary, then add an OBST for E boundary,
then remove the N OBST, the add the S, and finally remove the E (each
OBST would need a SURF with an appropriate RAMP_V). I don't know if
this has ever been tried, so I'd start off with a simple test case.