Air carrier Captain reported a GPWS 'Obstacle' aural warning on approach. Flight climbed and landed without incident.

Narrative

I was the PF. Since I was unfamiliar with PSP; I did some homework from home. I knew it was a special airport due to mountainous terrain. I knew RWY 13R did not have an approach. I had 2 back up plans. One is that I printed the RWY 13R RNAV approach that it's not on Jeppesen and secondly I wrote on Take-Off and Landing Data card how high I need to be comparing to nm out. Example 3nm equals 900 feet plus 500 feet elevation equals 1400 feet; 5nm equals 2000 feet etc. I also knew the threshold for RWY 13R is displaced by about 3000 feet. The ATC left us high due to training traffic and I had a TA traffic so was looking for traffic. Then I was cleared for a visual from 5000 feet. The aircraft was in an awkward position and if I turned left I would not make it so did a tear drop to the right. On FMS; it shows Rabul 1700 feet which is FAF so I elected to descend to 1700 feet. I was using that as a back up while looking for training traffic. As I was descending I saw all these windmills and I said; Gees; we are getting close to windmills as I was leveling off. GPWS went off obstacle; obstacle. I immediately disconnected autopilot and climbed to 2000 feet and landed without incident. My FO was very helpful through this. I told my FO that I did work on this from home and I never saw windmills on the charts nor mentioning them anywhere. I even called 2 other CA before the flight for some tips but they never been there either."