If you have never built a turbine before, I would start off by building a small HAWT (the conventional style). This way, you can learn about what to expect (cost, work, and power output) and how windy it really is in your location. I have built several 5 - 8 ft diameter HAWTs, with a total of about $40 spent in total. I have learned an immense amount by testing different blades, generators, and diameters.
Also, don't try building a HAWT if you want more than a few watts. There are a lot difficult technical reasons for a beginner to figure out to make a successful one.
As tanner0441 said, 3500 to 4500 watts continuous is a lot of power, way more than any windmill will put out on average. Probably something in the <100 W range is more likely.
Search around the site, you will find plenty of designs to get you started, no matter what your resources are.
Good luck!