I've not built a windmill in ages but, yes, I think if you're in the doldrums where a stand-alone windmill (built without regard of linking its power via mechanisms) gives zero power then there's nothing more to be done 'right' with gears, etc.
For the record, I think my old process for constructing windmills (assuming there was power) was to build the bottom of the power-train first (either a distributive gear, to be later side-linked to things-to-power or other in/out distributive gears, or the pump/millstone I was dedicating this mill-tower to) with vertical axles atop it as necessary per intervening Z and a 3x3 (or larger, especially when basing a whole windfarm) walled perimeter to proof against building destroyers, atop of which walling I'd (by way of temporary ramped access) put enough floors down to obscure all but the central power-routing, then set the windmill built square upon it(/each) to grant the (hopeful?) power. More minimalist "sky-planks" could be made to adjoin multiple mills jutting out from an invader-proof tower base (this was before hostile fliers or climbers, so additional refinements would have to be made these days) if power rating needed boosting against losses.
Not sure if it was necessary, but if I ever wanted to lever-disengage the power (usually connection to a pump, either necessarily disconnected per plans or "just in case I'm an idiot" with my 'fool-proof' self governing pumping station) the minimal design change would be a 3x4 tower-base, permanent mill-base gear in one half of the internal space, lever-disengagable gear atop the prebuilt onward-power link requiring a floor on the wall-top gap above it.
Mechanics may have changed, but if you build:
......
.WWW.. W:wall
.W*W\. *:gear
.WWW.. \:ramp
......
...on flat open ground (get the gear in before you build the last corner wall, for obvious reasons) then build a mill atop that, via the ramp without any further construction, and the gear is definitely stated as not powered then you're windless and may need to invest in a water-wheel system (standard or self-feeding once primed) for your energy.
If you get power, you have some deconstruction and other ground-work to do before this mill can be used, but it's one of the minimal stepping-stones needed to get a reassurance (either way) about having built a mill correctly, other than a sole, completely disconnected stand-alone mill-top (which maybe changes to power-transfer have messed about with while I haven't been paying attention).
I really should check the wiki, I suppose, but this is my over-the-shoulder suggestion to double-check your situation, if I'm not horribly out of date key myself.