Whether the genny winds up the wire or just works back-and-forth but primarily stays in one direction depends on your local winds.
If you have prevailing winds it will tend to stay in one direction for months, yawing back-and-forth but only accumulating maybe a couple turns in several months.
If you have a lot of turbulence it may accumulate several turns in a month. (This is one reason people try to site the mill upwind of obstructions like houses and trees, or on hilltops. Another is that turbulence lowers the wind speed and mill performance.)
If you are in something like a valley near a mountain pass where you get a lot of air twist, or in some locations where the daily wind tends to go around in a circle, you might accumulate a turn per day. (And if a dust-devil runs right over the tower it might crank it up several turns in few seconds before it moves on. That might be a problem where I live. B-) But the windspeed near the vortex is probably more of a problem.)
Most of the people here just drop a cable down the center of the yaw bearing to the ground, leave a bit of slop in it, and let it wind up as it pleases. Tens of feet of romex or the like can take quite a bit of twisting, since it's only a small amount per foot. Every few months they go out and check it, and if it's accumulated some twist they untwist it - by lassoing the tail and walking around the tower on a calm day, or by having a plug in the end of the wire that they can temporary unhook (also on a calm day, since this unloads the prop). If your mill does a lot of yawing back-and-forth and you're worried about fatigue in the wire, you can always replace it every few years when you have the mill down for bearing service or something.
I've seen one guy's mill that seems to have a slipring assembly. But I wouldn't bother with that unless I was in a turbulent area and would be gone for months.