Lees struck in the second half to lift the Owls off the bottom of the Championship, four points from safety.
Pulis made three changes from the team that lost to Nottingham Forest on Tuesday night. Keiren Westwood replaced Joe Wildsmith in the Wednesday goal, Liam Palmer came in for Moses Odubajo and Callum Paterson took the place of Joost Van Aken, who dropped to the bench.
The visitors had the first chance of the game. Coventry striker Biamou was denied by Westwood who got down low to make the save in the sixth minute. Leo Ostigard could only head wide from the resultant corner.
The hosts concluded the opening half with another opportunity to take the lead. Windass ran onto a loose ball but could only strike wide in the 41st minute.
Robins was forced to make a change before the break. Tyler Walker was replaced by Amadou Bakayoko in the 42nd minute.
Windass forced Coventry goalkeeper Ben Wilson into a smart save in the 58th minute.
Westwood then emulated his opposite number and kept the scores level down the other end, stretching to keep out a shot from Bakayoko.
During an exciting spell of football, Coventry began to knock on the door. Palmer cleared off the line as Ostigard was denied from an Jamie Allen corner in the 61st minute.
The only goal of the game was scored by Wednesday in the 67th minute as Lees headed in from a Barry Bannan free-kick.
The visitors attempted to equalise instantly. Ostigard headed into the side netting after Westwood kept out Bakayoko.
Wilson kept the score at 1-0 in the 89th minute, standing his ground when one on one with Windass.