The wind is a fluid current set up by differing areas of pressure. More simply, if there exists a high pressure area in the atmosphere and there is a neighboring low pressure area, air will flow between the two to try and equalize the pressures. The air flow is what we call wind. This is a very simplified explanation, but it works in a similar manner for liquids except that it is density driven instead of pressure driven. The low pressure and high pressure areas usually form from differential heating.
Hot air expands and rises and molecules flow away from it to colder areas and collect there.
Argonne National Laboratory, Division of Educational Programs, Harold Myron, Ph.D., Division Director.