When you purchase your barometer you can do some short range forecasting with it and the wind direction. You will notice slight pressure falls in the afternoon and pressure rises in the early evening. This usually occurs around maximum heating and cooling of the day. As the air warms, like all other matter, expands thus weighing less per unit volume, according the opposite happens at night as the air cools it contracts. This is call diurnal oscillation and is quite normal.
Wind is nothing more than air in motion.
That motion is from High to Low. There are other factors that make the wind stronger but the fact is it moves from Higher to Lower pressure much like water moves from Higher elevation to lower. In the absence of friction winds circulate around High and Low pressure. For those who want to actually see this in action, check out you favorite weather link to look at upper level wind charts. The 500 mb chart is an excellent map to observe this phenomenon.