Most modern windmills appears to rotate clockwise. I know that is has something to do with the direction were the wind is coming from. But how to understand this?
It is to do with the angle of the blade, it has nothing to do with the direction of the wind. If the blade is slightly facing clockwise then the wind will push it to turning anticlockwise. If the blade is slightly facing anticlockwise then the wind will push it up and become clockwise. There is no reason from a physics perspective that governs which direction of rotation is best. Modern wind turbines are manufactured in factories who use the same design of blades, this can reduce the cost of production and present a coherent view. While windmills in the past are produced in small local subsistence workshop and don't have standardization.