나를 두고 = 나를 (남겨)두고
나를 남겨두다 leave me alone
'바람' means 'wind' in literally and can be used in relationship between couple when one of the two person cheat on his or her spouse.
'피다' is a verb which can be used with smoke, fire.
for example, '연기를 피우다, 불을 피우다.' .
And also, it can be used to present the attitude or behavior of object*.
*(I mean, the word used in grammar such as subject, verb, object)
No one knows how winds blow and from which direction and place.
It can be applied to attitude of relationship doing something secretly.
'바람을 피다' means 'cheat on his or her spouse'
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