Solder one of the LED’s leads to the battery holder. I got the battery holder for the flat 3V button cell battery from an old PC that I’ve been scavenging parts from. (It’s the battery that powers the internal clock, and I guess every PC has one.)
You don’t need a battery holder at all — you could just tape one of the LED’s feet to the battery — but a battery holder makes things easier.
Remember to test the LED first, so you know you’re attaching the correct lead to the correct side of the battery.
Solder a flexible piece of metal to the other side of the battery holder. I happened to have a long, thin spring from the CD-ROM drive of an IBM ThinkPad I took apart a while back; it works great. Another option could be a copper thread or wire, as thin as possible, or a piece of guitar string.
Then bend the unsoldered lead of the LED so it curves around the spring without touching it.
Attach a feather to the spring with a piece of thread. When the feather moves in the wind, it pulls on the spring, which touches the foot of the LED and closes the circuit — which equals blinking!