The purpose of the side lying windmill is to improve thoracic rotation mobility. Thoracic rotation is extremely important in many of our different athletes, from throwers to wide receivers turning to catch a ball over their shoulder.
This exercise must be coached to ensure proper form. Make sure the top leg is flexed so that the low back can be locked out. Additionally, encourage your athlete to rotate at their shoulder blade. To often I will see athletes crank on their shoulders when attempting this exercise. Finally, have their eyes follow their arms as they rotate through.
As always, make sure this exercise is appropriate for your athlete. You may need to start with a less involved GH joint t-spine rotation with some of your throwers before introducing them to the side lying windmill.