Quasar winds are thought to be an important feedback mechanism for transporting energy and momentum from the central engine surrounding the black hole to the host galaxy. Observational evidence of these winds can be found in Broad (>2000 km/s) Absorption Lines (BALs) from C IV, Mg II, O VI, etc. The origin of the quasar winds seems to be in close relation with their X-ray emission, which is coming from the vicinities (a few times the Schwarzschild radius) of the central black hole. Additionally, the dynamics and structure of the BAL winds can be traced in the UV-rest frame of these quasars. Therefore, in order to understand the origin and evolution of the quasar winds it is fundamental to study them using a multiwavelength approach. In this talk, I will describe different multiwavelength studies of BAL quasars, with the objective of describing the origin, structure, and dynamics of their powerful winds.