You will need to use Energy Cables to connect the Wind Turbines you have built to the Town tiles you placed. Energy Cables can be thought of as an additional kind of "route"... but they have a peculiarity: they don't run across the middle of the sides of tiles, like railways and highways, but rather across their corners.
This adds a whole new layer to your strategies, because while managing the network of cables can complicate things for you, bringing one to the right corner can allow you to connect three tiles to the power grid in one go!
Wind Turbines don't score any point when you build them, but at the end of the game, each of your Town tiles scores 1 point for each 2 Wind Turbines it is connected to. Placing Town tiles smartly and sending Energy Cables to the right corners in order to maximize the Town tiles powered by the least amount of cables is the key to score a lot of points.
Additionally, the Energy Expansion comes with a few Objectives as well: for example, the Solar Farm want to be connected to Energy Cables on all 4 corners, while the Casino must have at least 2 electrified Town tiles around it.