The wind turbines can be located offshore e.g Denmark
And what provides the base load on a cold mid-winter night when there is a high pressure area sitting over the country and there is no wind?
Not sure how shallow the North Sea and Baltic are around Denmark but the drop-off to the abyssal plain isn't that far off the NZ coast. Fact of life when you live/were formed on a plate boundary and not the result of sediment washed down from melting glaciers.
They don't need to be embedded into the sea floor.