You can demonstrate the power of wind by simply creating a rocket pinwheel and using air to move it. Attach a balloon to the long end of a bendy straw with the help of some tape. Do not squish the straw while taping and make sure the seal is tight. Place the straw on the table and bend it such that the smaller part of the straw is pointing away from the straw. Pass a long straight pin through the straw, about 2 inches below the balloon and use the pin to attach it to the eraser on top of a pencil so the entire straw will spin on top of the pencil. When you blow air into this balloon from the straw, the air helps move the rocket pinwheel, thereby demonstrating the power of wind.
Building a wind turbine involves extensive calculations that may be beyond the ability of a third grader. However, you may use the standard templates provided by Commonwealth Scientific and Industrial Research Organization on their website (see Resources). Print the template, cut it with the scissors and follow the instructions on the website to help your third grader build a simple wind turbine.
You may also build a simple wind turbine using materials in your house. Cut a drinking straw in half. Cut each half straw length-wise so that each tube is exactly the same. Make a similar diagonal cut in each straw piece to make the blades of the turbine. Fan out the pieces and glue them together. Make the base of the turbine using another straw and attach the fan and base of the turbine using the eraser pulled out of a pencil. Place the turbine in front of a fan to see it move.
If your child is ready for it and you have some extra time to spend with your child, you may build a wind power generator. Attach a small electric motor to a ruler. The wires from the motor outlet are connected to a voltage meter using insulated alligator clips. Straighten the outer loops of four paper clips and stick them to four rectangular cardboard pieces 1-inch-by-10-inch in size. Pierce the open ends of the clips into the center of a cork so that the cardboard pieces of the fans are facing outwards. Twist the cardboard blades at 45-degree angles and attach the shaft of the motor to the center of the cork. Place the turbine in front of a fan. The fan will turn the cardboard pieces; this will generate wind energy, which will power the engine. This is shown as a reading in the voltage meter. This project requires adult supervision as it involves working with live wires and electricity.