Does the wind not cause the propeller to spin fast enough for thrust...?
Think of it in terms of cause and effect. If you had a windmill but no wind, nothing is moving, there is no cause or effect.
- If the wind starts to blow, the windmill will turn. The wind is the cause, the windmill turning is the effect.
- If you instead hooked a motor up to the windmill and forced it to turn, the air would start to move. In this case, the windmill turning is the cause, and the air moving is the effect.
It doesn't make sense to think that in the first case the wind causing the windmill to turn is what causes the wind. That just isn't how things work, energy must be transferred from one form into another - it isn't just created.
I would encourage you to do some research into Newton's laws of motion for more background on this.