The Alder Windmill is in central Trinity to the east of the Saint Joseph Hospital. You’ll probably spot it when Hakon first gives you the binoculars. But, while it’s the first windmill you’ll see, it’s not necessarily the easiest one to activate.
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The first part is easy enough. Climb onto the wooden platform on the south side of the Windmill. Now turn to the north so you’re facing the large concrete block going up and down two cables. Even when the concrete block is at the very bottom of the cables, it looks like it’s too far away to make the jump, and you might not make it on the first few tries. But if you time it and aim it just right, and hold the jump button down when you jump, Aiden will perform an unusually long jump, and you’ll reach the concrete block.
Stand on the block and wait for it to reach the top of the cables, then jump to the wooden platform on the opposite side. Go around the corner then up the ladder to the platform at the top of the windmill, where you can activate its power box.
Activating the Alder Windmill earns you 500 Parkour XP, unlocks Trading Posts to the northeast and southwest of the windmill, as well as a Safe Zone, a UV Spot, and a Stash.