The wind can put your ball in water—and let you take it back
You take relief, drop correctly, and your ball comes to rest in the general area. Then wind sends it into a penalty area. Replace it where it had stopped, without penalty. Once a dropped, placed or replaced ball has rested, natural forces moving it into another area of the course trigger this surprising protection.
When to replace it—and when the new lie still counts
Start with the usual rule: if wind moves a ball at rest, play it from its new spot without a penalty for the movement. A ball that finished there after your stroke can therefore blow into a penalty area, leaving you to play it as it lies or take the appropriate relief.
The exception in the opening depends on what happened before the wind arrived. You had put the ball into play by dropping, placing or replacing it, and it had come to rest. If natural forces then carry it into a different area of the course—or out of bounds—you replace it on that original resting spot. Estimate the spot if necessary.
“Different area” has a precise meaning. Fairway and ordinary rough are both in the general area, so movement between them does not trigger this exception. A bunker or penalty area is different. There is also a separate putting-green protection: after a ball on the green has been lifted and replaced, it must be replaced if it moves, even when wind caused the movement. The ball’s recent history can matter as much as its new position.