this sounds very simple, but now that I have to create it I just can't. So, I googled it and still didn't find any answer.
I just need a simple curtains waving on the wind with an open window. But I cannot block the wind with the wall, so it doesn't look realistic. The wind needs to blow only through the window not the walls.
I assume that you've set up the Wind Space Warp in the correct direction, with a light force (like a breeze). Have you set up the wall properly in Reactor as a Concave Mesh? Here's a walkthrough - you can probably skip to the end, since your wall and window are already built: