Lady Dulcinea was a noblewoman at Duchess Caroberta's court. According to legend, whenever she appeared duels knights would duel for her favor and noblewomen would faint out of jealousy. Yet rather than accepting the advances of one of her gentlemen suitors, Lady Dulcinea, tired of the pomp of the ducal court, agreed to the proposal of a simple miller and abandoned the palace to dwell with him in his mill. Word is, she lived there happily ever after.
In the Spanish novel "Don Quixote", Dulcinea is the name of the woman whom the Quixote loves. He goes on a quest to prove that she is the fairest and most beautiful woman in the realm, and in his madness ends up fighting a windmill that in his mind is a giant. Hence there's a double reference here - the name of the windmill and the fact that Guillaume seems to be fighting the windmill when it turns into a giant.