You can choose a different runway for takeoff by adding a different departure pattern from the world map flight plan.
But that being said, in terms of the wind sock direction. The Wind sock is actually wrong at the moment. The actual wind and the ATC is actually the right one. So if the ATC instructs you to go to a certain runway, it’s most likely the correct one since that’s the direction of the actual wind.
From what I read a few months ago, the Wind sock isn’t necessarily pointing from the actual direction of the wind. But it is relative to the orientation of how the wind sock is placed in the first place.
For example: Let’s assume that the wind is blowing from 90 degree direction. The ATC will assign you RWY09 for example because of this wind direction. If the wind sock is placed correctly with a default orientation to 360 degrees (again, assuming this is the correct orientation), the wind sock will receive the wind information and points away from the 90 degree direction (pointing towards 270 degrees).
However, if the wind sock is placed at an orientation of 180 degrees by default, when it receives the wind information, it would turn towards the 270 degree in relative to its default orientation, and since the default orientation is 180 degrees, it’s actually pointing “towards” the 90 degree, even though the wind is coming “from” the 90 degree.
There was a few mods out there that mitigate this weird issue by reorienting the default direction of the wind sock, so that once the wind hits them, they would point to the right direction. But this needs to be done for each wind sock object through the dev mode. And since the default airport don’t have the same modifications, they would all be pointing to the wrong direction.