the "windmill tower" in the wiki is a single windmill built upon a platform, and is one option when the z-level below your planned windmill location can't accommodate machinery.
it's impossible to stack windmills directly on top of each other and use the power of any of them except the very bottom one, as all windmill power goes down and windmills don't themselves transmit energy through each other like with waterwheels.
you can either stack them in a staggering way (which could get complicated without a pre-planned axle layout) or you can construct each windmill on top of each other with one z-level between each, allowing a small horizontal axle to power a main vertical axle on the outside of the structure.
like this:
step 1: scaffolding
multiply the number of windmills you wanna use by 2, and that's how tall your tower will be. build that many up+down stairwells, and put them down on top of one another so your dwarves can get to every level fast and safe.
step 2: materials
every windmill you wish to include will affect power output and power lost to friction in your tower. for every windmill, you need: 1 windmill (4 wood, +0/+20/+40 power), two gear assemblies (1 mechanism each, -5 power each), and two axles (1 wood each, -1 power each). therefore each windmill will generate 0, 8, or 28 power, depending on the wind conditions of your fortress, and require 6 wood and 2 mechanisms (not including flooring and stairs) per windmill level.
step 3: bottom floor
construct a floor to the right and adjacent of the current stairwell. After, build a gear assembly two spaces over, and one space up. adjacent to the same stairwell and between the stairs and gear assembly, build another gear. put a horiz axle between them.
the gear furthest from the stairs will support the windmill that will be directly above it, as long as it isn't ever disabled with a lever or pressure plate (then the windmill falls apart into 4 wood). the gear closest to the stairs will connect all windmills together. it's to this gear that you want to link any future machines that require power.
you should be seeing this:
G=G
X+
*********************************
X = stairs, g = gear, '=' = one horiz axle tile, + = floor
step 4: installing windmill
on the next level up, build a vert axle on top of the gear assembly below, adjacent to the stairs. then construct a windmill, positioned so the very center tile of the windmill rests on top of the gear assembly below
furthest from the stairs. if you have wind on your map, you should be seeing some action
z+1 z
WWW
oWOW G=G
XWWW X+
****************************
WWW
W W = windmill, O = windmill center (gear below), o = vert axle (gear below), X = stairs
WWW
step 5: ? ? ?
repeat steps 3 and 4, until your tower is as tall as you want, with a windmill on top. you don't need another verticle axle on the very top floor, it'll just be a -1 power on your shoulders. the only difference from the original steps and constructing the tower is this: you must place floor tiles such that you can place the "furthest from the stairs" gear to the floor's diagonal-upper-right, but if you cover the center tile with a floor, all windmills below will cease to work, as windmills only work "outside".
step 6: profit!
after all is done and you want a pump or spikes to be powered by your tower, connect any and all axles to either the gear underneath your very bottom windmill, or to the gear adjacent to the very bottom up+down staircase. either one will generate as much power as the other while being conveniently found on the floor.