A windmill move is usually made with an alternating a rook check and a discovery check where the king has only limited movement, like back and forth between two squares.

When the rook checks, the king moves.  The rook captures a pawn/piece on a horizontal or vertical file, and a discovery check is made.  When the king moves back, the rook checks in the original position.  This repeats with the rook taking all pawns/pieces on the horizontal and vertical files.  It's kind of a 'windmill' back and forth and the phrase was coined decades ago in some historic game.

The windmill's last move is (usually) when the rook lines up a free piece to take (e.g. the opponent's queen) that is not on the vertical/horizonal file, or a checkmate is set up.  The opponent is usually fried at this point.

If you search 'windmill' for chess.com then you'll find an example or two.

Bill