It is impossible for an immaterial, non-physical entity to have physical effects, period. This is the realm of the supernatural: God, ghosts, magic, ESP, etc. Non-material entities exist insofar as they are enabled by concretes, but we abstract away concreteness for purposes of concept formation. As for free will, it too is an abstraction. Epistemologically, free will and consciousness are irreducible, but metaphysically, they are not separate "things" of a special type different than concretes or matter even.