On a day the air is still a windmill still posses what type of energy is that?

Well, it's up on top of a pole or pedestal of some sort,

so it has some gravitational potential energy relative to

the ground. In other words, if it somehow became detached

from its structure and fell to the ground, it would make quite

an energetic splat when it got there.

Also, the windmill is at the temperature of the air around it,

which is far from Absolute Zero, so the windmill holds a lot of

thermal (heat) energy.

Then I guess there's the matter of the chemical energy in the

molecules of the material that the windmill is made of, and the

nuclear energy in its atoms.