This question comes up from time to time. I answered it in the thread here a while ago. TL:DR the engine would have needed significant changes if it were to do any actual work, and those changes were beyond the technology of the time.

Maybe someone else can pronounce on windmills, but it is curious that the Romans were building water mills, but never resorted to wind power. There were sailboats, of course, so the leap to wind-powered mills would not seem to have been a big one. When they were developed, however, it was by the Persians and their mills looked nothing like Heron's, being vertical ones. I don't think that the illustrations given for Heron's devices actually date back before the Renaissance, so you can't take them literally: but it's hard to imagine anything but a very fierce wind powering that particular wind rotor to work an air pump enough to make a regular wind organ play, and it certainly would not pump enough water to make the water organ shown play.