Sure thing. First wrap the branch in bark or a thin layer of dry leaf to keep moisture out. Use a sturdy cord or sinew to tie a tight band around the base so it holds the lantern shape. For the light, put a simple candle in a small glass jar that you can seal with a bit of wax. Cover the top with a mesh of leaves or bark so the flame stays inside but the heat escapes. Finally, place a shallow pit of sand at the bottom; if the lantern gets knocked over it’ll stay cool and won’t catch the ground. That should keep it solid enough for long nights.