Maybe a windmill is implied, but literally it's just any kind of mill. There's no single word for a windmill in Russian. At least, none that I'm aware of.
And about the encoding: it's not Cyrillic at all. Just a relic of single-byte pre-unicode encodings. Those are the symbols in Western European cp1252 (or maybe ISO/IEC 8859-1, I'm not quite sure) encoding that correspond to symbols in Cyrillic cp1251 encoding. So, if you didn't set the encoding to cp1251 in your player, it will presume that it's encoded in cp1252 and you'll see those symbols instead.