The Chapter you want to examine to answer this question in Chapter 7. It paints a grim scene of desperate animals working in bitter conditions in winter to try and re-build the windmill whilst also trying to support themselves. Thus their lives are made much worse by the destruction of the windmill and they suffer greatly. Note though that they try to keep on pretending to the outside world that they are a "success", so they try to hide the shortage of food from the human farmers surrounding them in case they think that Animal Farm is failing. Comically, the criticism of the humans that the windmill fell down because its walls were not thick enough instead of Snowball's destruction is ignored, yet the animals build the walls twice as thick this time, obviously adding to the work.
The parallel here is that Russia came up with ever more elaborate schemes and stratagems to conceal their incompetence from the rest of the world as they felt that it would judge their enterprise as a failure. The symbol of the windmill therefore is very important to the pigs as it shows that they are a forward-thinking, technologically sound farm with advanced methods, which perhaps explains why so much effort is put in to completing it again.