There are few things that you need to do:
1. Get the wind sensor info to QLC+. For this, you need to use one of the input plugins, or write your own. The list of plugins is here:
http://qlcplus.org/docs/ in the column plugins.
Either your sensor has output for which there already exists input plugin, or you need to find a converter application or write (or have somebody write) new plugin for it.
2. Control your pyro from QLC+ -- Most probably using DMX, but you can again use any available output plugin.
3. Connect the sensor input with the scene. Most probably there are several ways how to achieve it (like using submaster or script instead of scene). To find the best way, more details
from the previous poinst are needed - especially how do you control the pyro (HTP/LTP channel, it's a one off signal to start it or it has to be on continually, etc.)
Last but not least, I'm not sure if I'd trust QLC+ (or mostly any other software for that matter) for controlling
unnattended pyro when there might be damages if the pyro is started in a wrong moment.
I'm not telling that it won't work, just be aware that a channel might get stuck in the ON position, data from wind sensor might get lost on the way, etc.
We do our best to make it as stable as possible, but we do it in our freetime, and there are simply not enough resources to test it in every possible situation. It's up to you to consider the potential risks.
See also
http://qlcplus.org/disclaimer.html
Summary: Please post as much specifics as possible and (hopefully) we will come with a more specific instructions

E.g.: Operating system for QLC+, type of wind sensor, its interface + ideally manual, type of pyro + interface + manual,
DMX output device (if the pyro is DMX-based) model, or any other useful info. If you're just looking for a wind sensor, give at least some examples - we may tell you which one is easiest to connect.