We discuss an experiment on wind energy performed with home-made apparatus. The experiment reproduces a laboratory windmill, which can pump water from a lower level to a higher one. By measuring the gain of the gravitational potential energy of the pumped water, one can determine the power extracted from the wind. The activity was carried out with high-school students, in the framework of the Italian National Plan for Scientific Degrees--Physics. The proposed experiment allows teachers to discuss renewable energy sources with students whose knowledge of physics is limited to mechanics. It gives students the possibility to gain experience with energy and to increase their awareness of this renewable energy source. (Contains 5 figures and 3 footnotes.)