Windmill Island is formed by a canal running between two points on the Macatawa River. The canal joins the river again after going through a sluice gate. It allows kayaks to go through also. Pedestrians can cross the canal here via a bridge. Notice the colorful "wheels" at the top. The geocache will be somewhere around here, just hiding out.
Note that if you go after hours (before 9:30 AM or after 6 PM) or during the off-season (generally October through March), or if you are a Holland resident, you do not have to pay to get in. Plan accordingly.