Here is a tutorial for you: https://www.instructables.com/id/DIY-Wind-Spinner/
Here's another tutorial: https://suncatcherstudio.com/wood-projects/wind-spinners/
You could paint the pieces red, white, and blue for a 4th of July theme.
Thin piece of wood two items flat to put on the end and nail then in the center only nail half way in
Not a spinner, but we did create this windsock for the 4th of July: https://www.hometalk.com/30088964/diy-4th-of-july-windsock