The money comes from somewhere. It either comes from the end user of the power, or from the government in the form of a subsidy. In the latter case, if the money was really supplied by printing it, then it came by dilution of the proportionate wealth of all holders of that currency. In any case, to the extent these windmills cost more than power from conventional sources, it is a waste.
For all the real value these windmills provide to the utility’s customers, if the utility hired union workers to mold bricks and throw them in Lake Erie, the economic effect would be identical.