If you can, arrange an excursion to TaKola Windmill when the wind is up. You may see this structure working in full swing!
You'll have sightseeing choices galore when visiting Xaghra. Ta'Kola Windmill is a good place to kick off here, but there are lots of other worthy sights to experience. Blue Lagoon, Ggantija Temple, and Paradise Bay Beach are not far from the wind-driven milling structure and will round out your day nicely.