It is simplistic to assume that all winds are directly the result of differences in air pressure. Certainly any air pressure change in the open atmosphere must cause at least one wind, and every wind must cause at least several changes in air pressure, but for just one example, momentum can cause wind. The form in which this happens most prominently on our planet is probably the so-called Coriolis forces. They cause cyclonic winds wherever air moves from pole towards the equator, and they are the basis of the jet streams when convection causes large masses of air to rise, particularly in tropical or mid-latitudes.
TheIf you try to imagine a well-behaved atmosphere (which ours most emphatically is not) then you can see that a ring of air arising along any line of latitude would cause a continuous and symmetrical wind all the way round the planet at that latitude. Our jet streams are not nearly so tidy, but that is the general principle.
The reason for their high speed is more complex and has to do with the way that the moving air is concentrated into comparatively narrow bands.