Nothing prevents your familiar from concentrating on a spell or using a magic item
The section on "Concentration" states the following:
Some spells require you to maintain concentration in order to keep their magic active. If you lose concentration, such a spell ends.
If a spell must be maintained with concentration, that fact appears in its Duration entry, and the spell specifies how long you can concentrate on it. You can end concentration at any time (no action required) [...]
It then goes on to discuss ways that concentration might end, so the above is all we need. The things worth noting is that nowhere does it limit what type of spellcasters or creatures can concentrate on a spell. Similar the ability to cast spells is not limited to certain creatures, nor is the ability to use magic items.
The fact that familiars can use magic items are supported in the following questions:
Similarly, there simply isn't anything in the rules that limits what creatures can use items, or even attune to them, which is further supported by the following questions:
All of the above questions have answers of "yes" because nothing prevents a creature from using a magic item, and similarly, nothing prevents a creature from concentrating on a spell. If your familiar uses a Wind Fan and casts gust of wind, they will concentrate on the spell.
Finally, it is worth noting that your familiar cannot cast a spell that requires an attack roll, this is because familiars cannot attack. This scenario is gone over more specifically in the question "Is a spell that rolls attack an “attack” for familiars"