As long as he sees her throw it first and it's reasonably close to his hands, Han will catch what she's throwing to him. In this case, he maintains control of the blankets she's tossed to him.

With him being up on the roof first, he'll get to spreading out the first blanket and igniting the first of the 'lamps', by taking it into both hands and forcefully driving it against his bent knee like a kid breaking a dry stick. It bends, but doesn't crack and begins casting a yellow light that glows a bit brighter as he shakes the tube. He doesn't handle it long though, because it's already starting to get warm.