The best way to kill it is to shoot it through either the Egg Carapace or the wings with a fully charged shot from a Laser Rifle (please note that you will have to shoot the wings twice to bring it down). You will know when it is about to die because: a: One (or both) wing/s are smashed with hundreds of holes in them. b: The back end of the Windega has exploded into green slush. After you have inflicted enough damage, the Windega will circle once more before crashing (frozen) into a mountain. Once you kill the Windega you will unlock an achievement: 'Moth Hunter'. (50)