“There are some ships that use “windmills” so that they can move directly into the wind and not have to track in the wind”
“For every action there is an equal and opposite re-action.”
Conservation of Momentum
The momentum of an isolated system is a constant. The vector sum of the momenta mv of all the objects of a system cannot be changed by interactions within the system. This puts a strong constraint on the types of motions which can occur in an isolated system. If one part of the system is given a momentum in a given direction, then some other part or parts of the system must simultaneously be given exactly the same momentum in the opposite direction. As far as we can tell, conservation of momentum is an absolute symmetry of nature. That is, we do not know of anything in nature that violates it.
I am not sure what you are getting at. A vertical windmill has been used to propel a ship directly into the wind but I am sure that it was not as efficient as a sail. I am sure that the wind resistance of the ship was a major disadvantage.