I love windmills and especially I love them as a whimsical way to reach a young child about their breath.
Breathing is something that singers think about a lot. We consider the anatomy behind our breath, we consider the power behind our breath and we consider the amount of breath a phrase may take. We also use our breath in ways that vary to create interesting sounds and differences in our tone. But can we catch our breath and pin it down? (as I steal the lyrics for the cloud in Maria from Sound of Music)... I don't think so. Is our breath something we can feel without thought and stillness? This brings me to the importance of a visuals while learning to sing. Violists have the benefit of looking at their instrument when they play. If the bridge falls down they can see why the horrible sound that just happened, happened! If the bow hair is not maintained well the sound is ... let's put it a nicely ... terrible. If the singers breath is not easy and free I would say something similar.
I like to work on this idea with my singers. Having a windmill is a clever way to give the visual of too much, too infrequent, too little and too inconsistent of a breath. The singer holds up the windmill and blows - something should change. I'd love for you to experiment! Try holding up the windmill and singing - does it move? Let me know.