To the untrained ear, this sounds strange, but pressure is the largest factor in determining global weather patterns. Think of our atmosphere as a huge sea of air. Just as the pressure of the water increases as you go deeper in the ocean, the pressure of the air increases the further you are under the atmosphere. It just so happens that when you are on earth, you are at the bottom of this ocean of air. The weight of the air that is above you is called air pressure.
Hot air has a tendency to rise, because it is less dense than cold air.
On the other hand, cold air will sink. An area of high pressure indicates an area where there is sinking cold air. As the cold air sinks it creates more pressure at the surface of the earth. This also prevents cloud formation and this is why high pressure is normally associated with clear skies and good weather. On the other hand, low pressure indicates areas where warmer air is rising, creating clouds and precipitation.