What she is holding in her hand, is a....檀香 ("perfume or incense prepared from sandalwood") bowl. You know the kind of wood dust thingy you burn and it creates a wonderful smell. Spa and meditate people love to use those to calm the atmosphere. Anyways, that's what Falehi is holding. And she is letting the smoke go with the wind and into the busy city to give it some calm and peace.
I have the thing at home. I burn it once in a while. It's said that if your fire is out very quickly or the bowl of saw dust is used up quickly, then that means your environment is full of negative energy (or full of humid weather, in my opinion), and you should burn more to clear the negative energy and bring in positive energy. Do I believe all that? Yes I do.
I'm a big fan of mysterious things and fantasy.
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