Help!!! What should I do about this finch?

You can move the entire plant to a safe area where it will not get wet or knocked over....BUT it MUST be as close as possible to the original location so that she will still be able to find it. Birds do nest even in storms and do have to deal with high winds so they are used to it..but you should do your best to not have the nest knocked out of the plant which will surely make it fail.