Like this? extremely slow loading video though, if it bogs down on embed the url is www dot youtube.com/watch?v=PurKiSXZpxU
otherwise there are a lot of the vertical types pictured but I didn't see a how to, pretty self explanatory though, just cut a bunch of elongated C shapes and bend them out, buy a wood dowel and a small length of the vinyl tubing that fits tightly on the dowel for a stopper ( 1/4 - 1/3 inch is plenty), poke a hole centered in the bottom of the bottle the size of the dowel, put the stopper on the dowel leaving about an inch or so of dowel exposed and slip the dowel through the neck and into the hole you made so the bottle rests on the vinyl stopper. If you want to keep the bottle from slipping off or cover the exposed end of the dowel cut another piece of the vinyl tubing and put on the dowel outside the bottle. To make it spin a little more freely pickup a couple washers that fit over the dowel to put between the vinyl and the bottle.
also saw a hanging verticle model that said instructions were at www.instructables.com
and a more complicated one they used multiple bottles to make. Do a search for - bottle, windmill - on youtube