Originally posted by Weaver:

Old Fashioned Windmills were fixed to one direction. In real life obviously wind in any given area mostly comes from a certain direction.

That varies a lot based on size, purpose, terrain and technology. Many big old mills are rotating wooden structures atop fixed stone towers, moved by hand crank or automatically by smaller fantail blades on the rear. The ones in game are simple post mills with tailfins, still used today for irrigation pumps.