Not really. The pressure due to solar wind is approximately 1-6 nPa (See Wikipedia). The pressure due to just the light from the Sun at Earth is actually higher, at around 9 nPa (Source). The mass makes somewhat of a difference, but let's just assume somehow you can get a mass of a 1 square meter windmill at 1 gram. The effective power would be very small, far less than a Watt.
Assuming a 35% efficiency with solar panels, which is achievable, the amount of power that 1 square meter of solar cells could generate would be about 450 W.
And then there's the issues that the pressure would tend to push your device further away from the Sun with each passing moment, and that would be very difficult to correct for. Not to mention that this would take away from the effectivity even more, as you would essentially be moving with the solar wind, thus not allowing it to power your station. Bottom line, it's an interesting idea, but just won't work.