Question

state the energy conservation taking place in the working of a windmill​

Answer 1

A windmill receives the kinetic energy of the air which also referred as wind energy, is converted to mechanical kinetic energy that is the moving blades of the windmill, which in turn rotates the axle of the electric generator kinematically, and hence that kinetic energy is then converted into electrical energy.
Hence, the total energy received is remaining constant and only Changing it's form from one type to other.