High pressure occurs by air aloft sinking down and compressing. When it does this it warms due to molecules moving faster. Air, thus begins circulating clockwise around the high pressure and away from the center.
Low pressure occurs by air moving counterclockwise and converging on a center location.
This causes air to rise as it tightens around the center, leading to cloudy and rainy weather. Water heats more slowly than land. By afternoon the heating has caused a shallow low pressure system to develop over the land and a shallow high pressure area to develop over the ocean. Because of the pressure gradient force, air begins to flow towards the low pressure on land. This is what causes the wind to be coming onshore during the afternoon hours.