Hi Tarman,
the things are not allways pointing direkt into wind.
Had one occasion, when the whiry things around me turned and all faced in a different direction - but the wind wasn´t strong that day.
One way they show the actual wind is, when they are on fire
.
Black smoke shows the direction, clearly visible for miles (if your upwind or crosswind - otherwise you may see nothing at all
)
Not a windmill - but to understand the idea
Winddrehung - fotocommunity.de
Greetings Flying Bull