That's something that's puzzling since yesterday. In theory they shouldn't have Windmills yet. Seeing that the mills inside the wall are in one line and than bend towards the Cathedral it might be an artificial canal. Next week I'll try to find some other image of Winchester to find out more.
Found this among my stuff, might explain the mills without the river. There are also two images showing a water conduct which I'll try to copy somehow.
A contemporary description of the Abbey of Clairvaux: The river enters into the monastery as much as it is allowed to do by the surrounding wall; first it passes the grain mill...then the waters flow to a succecive builing and fill the heater where the beer is brewed,... After this the river hasn't terminated it's work yet. It is being passed by the textile mill... After this the river enters the tannery..., finally it divides itself into many small rivets and in his tiring flow passes various areas, arriving there where it's services are needed for any duty; cooking, turning wheels, smash, water, wash, mill; always willingly offering his services; in the end, to completely deserve its thanks and not to leave anything undone, transports with it the refuse and leaves everything clean.
Reading the description (and taking into account that mills didn't function without water), this seems to be a, if not the only, possibility. And looking at the other image with the monastery/village you notice all the dark, treelined streaks around the fields, long the roads and passing the main complex. That's all water. And the nearest river is quite a distance away.