For building a windmill platform
Construct a block, then construct a stair next to it, climb the stair, and repeat
This pretty much but a little more complicated. Build a staircase & wall up, then from that wall build a 3x3 platform with a hole in the center so you can stand on the staircase and be next to the 3x3 platform. Then you'll need to go back to the ground level and build a staircase that is adjacent, but below to the hole in your platform (this is so you can build an axel going from the ground to the staircase). You'll build up the axel/gears from the ground to the platform level, then put the windmill on top. Once that's done you can remove all the stairs if you want or otherwise wall them & the platform in.
It's not a perfect example for you maybe, but this is the sort of structure you are hoping to make: https://mkv25.net/dfma/poi-32251-windmill (the hole at the top middle of the windmill isn't necessary and is being used here as a garbage dump).