Depressions occur when warm air meets cold air. The point where warm air meets cold air is called a front. Along the front there is usually cloud and rainfall. Depressions, or 'lows', bring rain, strong winds and changeable conditions. Changeable weather is a feature of British weather, depressions are responsible for much of this.
Strong winds blow in an anti clockwise direction.
Areas with above average pressure are called anticyclones. Anticyclones occur when air is sinking. As a result there are usually few clouds in the air. In the UK anticyclones bring cold clear days in winter and hot and sunny days in summer. Light winds blow in a clock wise direction.