Sure! What's so difficult? It all comes down to how big you want it to be.
Here is one nifty model:
If you have in mind a windmill for power generation, small ones are possible
Proof of concept, and some links to other interesting stuff.:
What is shown there might be able to harvest enough wind energy for a small outdoor lighting system.
You could probably scale something like that up to around 1kW max output.
Here's a link to the original source.
The previous one was OK, but the site above is a better one generally.
What do you want to have the windmill do? Will it just be ornamental (spins in the wind), or do you want to use its mechanical power to help pump water up out of a well underneath it? Or do you want to connect a generator and battery charger to give you some extra electrical energy? And if the latter, would you be wanting to connect to the grid to sell your excess power to the power utility company (this option has a much longer answer)?
yes, i'm thinking about generating power using windmill. not that i'm going to install one in my backyard, but i'd like to know how to achieve it if the need arises
You can get a lot of information by googling something like homebrew power generation windmill. Also, contact your local power utility company for information on what is required to connect your home power generation to the grid -- they have rules and regulations for how it is done. They also will inspect and approve your connection equipment when you have it ready to connect to the grid.
The power output of a windmill increases a lot the higher it is above the ground. But you will run into height limits due to local building codes or even the FAA. Investigate that too as part of your planning.
Reprap wind turbine is a full printable wind turbine.
Great to know and understant how build wind turbine.
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