I have used  a LM393 Microphone sound Sensor, It is having built-in Potentiometer to adjust the sensitivity of digital output pin. This module allows you to detect when wind(sound) has exceeded a set point you select by varying potentiometer. Sound is detected via microphone and fed into an LM393 op-amp for the digital input to the Arduino Board.

• Connect  OUT pin of LM393 microphone sound sensor  to  Arduino Digital pin 7
• Connect  GND pin of  sensor to  GND pin of Arduino
• Connect VCC pin of sesnor to  5V of Arduino 
• Connect a 220 ohm resistor series with negative terminal of LED and connect resistor to GND of Arduino.
• Connect positive terminal of LED to Arduino Pin 13 

Note:

The value of resistor in series with LED may be a different value than 220 ohm ,the LED will lit up also with values up to 1k ohm.

upload the following code to your Arduino Board

int ledPin=13;
int sensorPin=7;
boolean val =0;

void setup()
{
  pinMode(ledPin, OUTPUT);
  pinMode(sensorPin, INPUT);
  Serial.begin (9600);
}
  
void loop ()
{
  val =digitalRead(sensorPin);
  Serial.println (val);
  // when the sensor detects a signal above the threshold value, LED turns off based on delay
  if (val==HIGH) 
  { 
    digitalWrite(ledPin, LOW );
    delay(2000);   // turns off for 2 seconds  
  
  }
    else 
  {
    digitalWrite(ledPin, HIGH);
  }
}

After Uploading the code , you can blow next to the sensor .If the led is not lighting up, you need change the sensor sensitivity (reduce Sensitivity) by rotating the potentiometer .

Here in this video I am demonstrating  how the prototype works. The full circuit can be made into birthday candle as your imagination and idea .

Happy Making :)