There is a "sticky" post in this section on Wind Generators. Somewhat old and incomplete, but a start.
As it is, I'm working on a wind collection system as we speak. I should add that it's a very low power rig (<1W). Even still, a difficult task.
Best to determine what power type (AC or DC) you'll need/want first. Then how much juice (Volts, Amps [power]). Everything else will be predicated on these decisions.
Then decide what you'll want for the wind collection, i.e., blades (like a fan or propeller, which often require a "director", or vane to aim the blades into the wind), or Savonius and their hybrides (which are omni-directional), etc..
Then your generator, such as AC (an alternator is a reasonable choice, [which needs excitation don't forget]), or DC motor (brushed or brushless) then any AC/DC, DC/DC or DC/AC, etc. conversion and regulation equipment.
And finally storage, for those times when it ain't blowing (optional).
From experience I'd suggest, for your first effort, a small wind collection test rig that would power, say, a 12VDC automotive lightbulb. I think you'll learn a great deal from the effort (especially the wind collection part). Once successful, you can scale the system to your original concept.
Of course, there is beaucoup info on Goggle (almost too much, really).