I've not had any luck with placing wind objects or upside down pipes anywhere before World 5-1. When you play the game, there is a disk read just before World 5-1, so maybe it's just a limitation of the game engine that you can't have wind or upside down pipes in the first half of the game. Or maybe there's something special you have to do to get them loaded in.
Is there anyone else messing with this tool? I would love if someone could help figure this out and improve the documentation.