Sgr A* is currently being fed by winds from a cluster of gravitationally bound young mass-loosing stars. Using observational constraints on the orbits, mass loss rates and wind velocities of these stars, we numerically model the distribution of gas in the ~ 0.1--10 region around Sgr A*. We find that radiative cooling of recently discovered slow winds leads to the formation of many cool filaments and blobs, and to a thin and rather light accretion disc of about an arcsecond scale. The disc however does not extend all the way to our inner boundary. Instead, hot X-ray emitting gas dominates the inner arcsecond. In our simulations, cool streams of gas frequently enter this region on low angular momentum orbits, and are then disrupted and heated up to the ambient hot gas temperature. The accreting gas around Sgr A* is thus two-phase, with a hot component, observable at X-ray wavelengths, and a cool component, which may be responsible for the majority of time variability of Sgr A* emission on hundred and thousand years time-scales. We obtain an accretion rate of a few times 10^-6 msun/year, consistent with Chandra estimates, but variable on time-scales even shorter than hundred years. These results strongly depend on the chosen stellar orbits and wind parameters. Further observational input is thus key to a better modelling of Sgr A* wind accretion.