Stepper motors can come in various wire formats, from 4 wire to 8 or more wires.

Use a multimeter to determine which lead is which, then connect a couple of bridge rectifiers as shown.

As the mini windmill uses a small two blade design the RPM will be quite high ( very high! ). Therefore I would use high speed rectifiers and a smoothing capacitor to reduce electrical noise in the output.

Once you have the wind mill up and going, measure the output voltage. If you intend to run voltage sensitive devices from the windmill output, I would recommend a 5 watt zener across the output

To use the Mini Mill as a battery charger I used the following circuit. You may need to adjust the resistance or R1 to achieve a good charging current based on. Charging current should be 1/10th of rated battery current for 10 hours to achieve best battery life.