Aha. We're back to meteorology then.
Wind occurs when air moves from high pressure areas to low pressure areas. Imagine air in a syringe; if you press the plunger, the air inside is at higher pressure than the air outside, so a wind flows down the nozzle and the air comes out.
Likewise, air in the atmosphere can be at high pressure or low pressure (or anything in between). To equalise this pressure, wind blows.
What causes high pressure and low pressure? A combination of things: air movements in the upper atmosphere and temperature are the main two factors.