Ninjaed, but posting anywayFirst of all, build from bottom up. You need to have a support below everything you build. Putting a windmill over a centrally-channelled tile really needs something else beneath it. That's an easy mistake to make. So start from the top of your pump-stack. Assuming you built that correctly, from bottom up, with a "power transfer" channel between levels (if you put in your first 'transfer component' and it doesn't indicate you need anything more than a single pump-power worth of power, now is the time to go back and try again!) you should be Ok.
Depending on where your pump-stack 'tops out', you may need to use vertical axles to bring it up to a practical windmill level. Again, bottom-up. Vertical ale over empty space won't work, wait until the axle on Z-1 has been built.
Plus, I always make the top axle two levels below that of the windmills. Typically, this is the level immediately below ground level, because I mount windmills on top of walled-off-areas (first for aesthetic reasons, but it also protects them against regular Building Destroyer damage). On top of this last axle (in my case, at ground level), build a gear. This gear can be linked to a lever (which you need to build, if you haven't already) so you can turn the pumpstack on and off at will. It may be intended to be a permanent pumpstack, but accidents can happen and turning off the supply of water or (in your case) magma is always useful.
Note that a gear that is 'levered off' cannot support anything on the level above. Do not try. Instead, another gear just to one side is the one that will support your first windmill. Do not lever-attach this, for the reason just given. It will be permanently turning, just not transmitting through the one you first built when that is levered-off. By building walls above and around, and at least a temporary access to the top you can place a windmill over that. However, one windmill won't be enough, so you would leave gaps and poke length-two (minimum) axles out from this windmill's base gear in whatever direction(s) you fancy, with another gear below that. Extend out in any direction, although there's no benefit making a full 'grid', if you're sending them out in all directions, just branch out. A grid has many useless connections needing time and effort to build and extra effort to be powered by.
An example follows (less windmills than you'll need, but illustrative) where axles have been sent out east and west from the gear which adjoins the lever-connected one. You can send branches north and south from all 'exposed' gears.
#####################
#*==*==*==*==*==*==*#
##########*##########
###
+++++++++++++++++++++
+ ++ ++ ++ ++ ++ ++ + Pre windmills
+++++++++++++++++++++
+++
+|++|++|++|++|++|++|+
+o++o++o++o++o++o++o+ With windmills
+|++|++|++|++|++|++|+
+++
One small note: it might be worth building one (free-standing) windmill right at the beginning, just to check that your map has wind. And how much of it. I once built a not-so-elaborate pump-and-windmill combo, to find I had no power at all. I hastily revamped the design to feed off of a waterwheel dipped in the nearby river. If you haven't got a handy source of flowing water, I'm sure you've seen the perpetual motion machine designs, in your travels across the wiki pages on powering pumps.