Well, you can always generate a small amount of electrical power with a small windmill, and it takes a bigger windmill and lots of wind to generate a lot of power. Power is energy per unit time, and so if you let your small windmill generate electricity for a long time, the total can add up to a large amount, but you'll get it very slowly.
To convert the energy of the moving shaft of the windmill to electrical energy, you'll need a dynamo. For the most part, this consists of a strong magnet with loops of wire that rotate inside the magnetic field. Another possibility is for the loops of wire to be held stationary and a magnet turns around inside. Many permanent magnet motors (with brushes) can be used to generate electricity by turning the shaft. You can also buy a bicycle headlight set that includes a generator that clips on to the frame of the bicycle. Try turning the shaft with your hand first to see how hard it is. A very small windmill may not have the torque to turn a big dynamo's shaft very fast or at all (bicycle generators have a certain bumpiness to their resistance and they get "stuck" unless they are turned with enough torque). You can always get more torque out of even the smallest windmill with gears, but at the price of turning the generator shaft more slowly.
The maximum energy you get out of a windmill is proportional to the area swept out by the blades. Big turbines on hillsides operated for the power grid are sized so as to be economical -- you could do the job with a large number of little ones but then maintenance and synchronizing all the power phases would be expensive. As it is, the cost of maintenance and the reliability of the wind limit the ability of using wind power as a substitute for other sources of electrical energy.
Feel free to demonstrate the usefulness of wind power, though! You may have to size your load appropriately so that the light from your light bulb is visible when the shaft of your dynamo is turned by the windmill. See if you can get the light bulb to light just by turning the dynamo shaft with your fingers. How strong is the windmill going to twist the shaft in a good breeze? (you can also estimate this with your fingers, but be very careful not to get hurt!). A flashlight bulb is a good place to start. Or just a voltmeter.
(published on 10/22/2007)