[a_t48]

Wind! Venus is full of it. (Making it so that your wind power can survive corrosion and the high speeds is an exercise left to the reader)

[WalterBright]

In order for a windmill to work, it has to be anchored. There's no wind if you're floating in it.

[a_t48]

Spitballing here, you might be able to use some sort of floating wind turbine, and trail it out on a long enough cable to catch a different windstream. There's all sorts of reasons why it's a pretty terrible idea.