I assume that windmills were called that because they were exclusively used for milling grain? (With the 'drive shaft' directly connected to a circular grindstone)
Medieval windmills were used for a variety of purposes, only some of them were milling grain. Many of them were related to grinding (ie grinding pigments and such), but there were also wind-powered sawmills and wind-powered water pumps for irrigation and water management. Many wind mills also had "power take off" equipment so they could for example use wind power to hoist heavy stuff to the first or second floors of the structure.