Warforged do not breathe and have no lips to form a seal over an instrument. Can they play wind instruments if they want to (like they can eat if they want to even though they don't need to) or are they limited to other instruments?
This is one of those questions that only a truly bored DM could think up.
Seeing as how their race sheet doesn't specify that they cannot play wind instruments despite the obvious physical limitations, I guess the answer is yes because magic. However, I think homeruling Warforged bards as being forced to play percussion would be both appropriate and hilarious.