“Just as Moses lifted up the snake in the desert, so the Son of Man must be lifted up, that everyone who believes in him may have eternal life.”
– Jesus
speaking of his crucifixion in John 3:14

 

“…who for the joy set before him endured the cross, scorning its shame, and sat down at the right hand of the throne of God.”
– Hebrews 12:2

The windmill is Death. Quixote sees it and says, “This is a giant that must be defeated.” He attacks the windmill with his lance – a symbol, obviously, of the cross – and is lifted up on its wooden arms. He is broken, but he rises. 

“[Likewise,] we fix our eyes not on what is seen, but on what is unseen. For what is seen is temporary, but what is unseen is eternal.”
– 2 Corinthians 4:18