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Not to place the candles in a windy area:[1]

One is to avoid placing the candles in a windy area, as the wind can extinguish the flame. [If the candles were lit in an area where there is wind, and the wind extinguished the candle prior to its remaining lit for a half hour, then one must relight the candles.[2] The candles are to be relit without a blessing.[3]]

Q&A

Must one who lights outside place the Menorah in a glass box in order to protect it from the wind?[4]

Some Poskim[5] rule that when lighting outside one is to place the Menorah in a glass case. Others[6] rule this is not the custom.

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[1] Michaber 680:1 regarding Shabbos; Peri Chadash 680; M”B 680:1; Shulchan Gavoa 680:1; Ruach Chaim in name of Rosh Yosef; Kaf Hachaim 680:1

[2] M”A 673:12; Taz end of 673; Elya Raba 673:14; Kneses Hagedola 673; Chayeh Adam 154:22; Ateres Zekeinim 680; Kaf Hachaim 673:54; M”B 673:25

[3] M”A 673:12; Taz end of 673; Elya Raba 673:14; Kneses Hagedola 673; Chayeh Adam 154:22; Kaf Hachaim 673:54; M”B 673:25

Other opinions: Some Poskim rule the candles are to be relit with a blessing. [Peri Chadash 672:2]

The reason a blessing is not recited: As we hold that the initial lighting does the Mitzvah, and it is not for certain that the wind will extinguish the candle at the time of the lighting. [Shaar Hatziyon 673:30 in name of Peri Megadim; See Taz ibid; Kneses Hagedola ibid]

[4] Shaareiy Teshuvah 673:13; Kaf Hachaim 673:68; Shearim Hametzuyanim Behalacha 129:7

[5] Sheilas Yaavetz 149 writes that one should do so. See Shut Leiv Chaim 3:147 [Rav Chaim Falagi] with regards to why one is not required to actually see the candles without the medium of a glass.

[6] Birkeiy Yosef 673:8 writes that this is not the custom. The Nimukeiy Orach Chaim asks why in truth this is not required from the letter of the law, being that without a casing the wind is liable to blow out the candles, and one must light the candles in a way that they could now last for a half an hour. Nevertheless he concludes that if it were required then all the Poskim would not have omitted this detail. See there!