What is a windmill? In real life, it is a machine which spins around in the wind, generating energy. In chess, it is a combination where one player keeps putting his opponent in discovered check over and over again. The piece which moves out of the way (to make a discovery) gobbles up the opponent's pieces, one after another. In order to really understand what it is, though, it is best that you see one.
At first you might notice that White has a lot of pieces aimed at Black's king. He has used a rook lift to bring his rook up to g3, where it is looking directly at the black king. White's queen, bishop, and knight are also in threatening positions.
However, White is facing a big problem - his bishop on g5 is pinned. It seems like Black will be able to just take the bishop next move, and then bring his knight to g6 where it will stop any of White's attacking tries on the g-file.
Torre found a great move which turned the pin around. A pin is a strong tactic, but you have to be careful that the pinned piece doesn't suddenly move, and change the pin into a discovered attack! That's what happened here, and the windmill began to turn...Try to find the move for yourself. Don't be discouraged if you can't - just check out the solution.
By playing this deadly move, Torre created a double attack - the bishop attacked g7, and now Black's queen is also under attack. Black definitely had to take White's queen. Now the windmill began.
Every time the rook moves, it is discovered check; so that mean's the rook can get away with all kinds of mischief, like taking things which are guarded.
"But," you might ask, "isn't there a rule that the game is a draw if the players keep doing the same things over and over?" You are right - there is a rule called "threefold repetition". But that hasn't happened here, since each time White repeats his maneuver, another black piece is missing! In order for it to be threefold repetition, the exact same position has to appear three times; that hasn't happened here.
Now if he wanted, Torre could take the a7 pawn. But he didn't bother with that, since that would only give the black rook on a8 an open file to attack a2. White is down a queen, so now it is time to take it back.
The windmill swept all of Black's pieces and pawns away! Lasker resigned, since it is hopeless to play on down four pawns against a master. By the way, the windmill combination also goes by another name: "see-saw."