The windmill becomes quite a symbol in Animal Farm. The pigs manipulate the animals for personal gain and the windmill, which Napoleon did not wish to build in the first place, ultimately becomes representative of his great power and ability to recreate the truth.
Snowball had been the driving force behind building the windmill originally. He was driven off the farm and Napoleon is able, on reconsideration, to persuade the animals that it has always been his idea. The animals are so confused that, through Squealer, master of propaganda, Napoleon persuades the animals that it was not the wind that blew down the windmill they worked so hard to build but it was Snowball.
Napoleon orders the rebuilding of the windmill and instils confidence in his leadership as the animals are bewildered by the fact that Snowball sabotaged the windmill - or so they have been led to believe. He is effectively entrenched as indisputable leader.
Napoleon plays on the animals' fear and effectively unites them against "the enemy." This will also work in his favor later as he has created a scapegoat in Snowball, on whom he can blame any problem that arises. To ensure allegiance, Napoleon shows his force by having "traitors" executed.
Napoleon has slowly but surely been establishing the pigs as superior and the animals have gradually become convinced that it is supposed to be this way. Napoleon cannot show weakness and the immediate rebuilding ensures that his power base is secure.