Walk over to the door of the windmill, and jump up to grab the ledge. Move around to the right, then jump up the ledges until you reach the one you can stand on. Now walk around to the left until you're at a spot that you can get a running start towards the blades. Wait until one is horizontal to you and run and catch it. Now slide right until you get to the sideways part, so that when the blade is pointing upwards, you're hanging down instead of sliding down the now-vertical part.

Now jump on the roof. You can see the couch named "Windmill" here. Go past it, down the stairs, pat the idol doors,and jump down to the lever. Pull it to open the bridge. Stand on your end and call to Yorda. She'll jump and barely make it - you'll catch her and pull her up. Now go back up to the save spot, and save at "Windmill". Once you do, you can go through the idol doors.

The Ico Walkthrough

Please swing by my Forum to ask me how to get through if you're stuck somewhere I haven't put up yet. I'll get back to you quickly.