Sow, 25, who can play down the middle or out wide, has previously played in his homeland with Utrecht and Waalwijk.
His addition followed on from the welcome news that Windass had signed fresh terms.
The attacking midfielder, subject of two failed bids from Millwall earlier in the summer and linked with several other Championship clubs, has ended speculation over his future by committing to the Hillsborough club, seeking an instant return to the second tier in 2021-22.
The contract of Windass runs until 2023 and is likely to be viewed as a hugely significant development by Wednesdayites, with the player being one of the club's prized assets.
Windass, who scored ten times for the Owls last term, commented: “I feel settled here, the manager is great and it’s one of the best dressing rooms I’ve played in.
“Promotion is want we want this year and that’s our expectation, we aren’t scared of saying it.
“It’s one of the biggest clubs in Britain, the fan base have been brilliant with me since I arrived and I’m looking forward to playing in front of them again this season.”