The Lighthouse http://www.atkins-me.com/News.aspx?ItemNo=28 is another innovative green skyscraper to be constructed in Dubai. For energy generation, it will have three enormous 225 kilowatt wind turbines (29 meters in diameter), and 4000 photovoltaic panels on the south facing façade. To optimize performance and operational periods, the turbines have windward directional wind vanes or limited yaw.

I would think it's always windy at the top of a skyscraper. 

Even with very little wind, a turbine is going to be moving. If there are any in your local area, take a peak at them on a day with barely a breeze. They are so well tuned and positioned, they're still going to be spinning if they are turned on.