Did the Dwarves have a Windlance? If yes why did the not use it against Smaug?
That was only in the movie. In the book, Bard uses a regular bow to shoot Smaug.
But in the context of the movie, the Dwarves probably didn't have a Windlance. They had an underground kingdom and they depended more on thick walls for defense. In any case, Smaug mounted a sneak attack on Dale and Erebor.