I don't know the ethnic background....In fact I know nothing about this word. It is the name of a road in my town and I have wondered what its meaning for a long time now. i hope someone can help. Thanks.
According to American Place-Names by George R. Stewart, Winkompaugh in Maine is from Algonquian words meaning "good enclosed pond." I would think it's likely that Winkumpaugh is a spelling variation of that.