Air Pressure

The wind blows because air has weight.  Cold air weighs more than warm air, so the pressure of cold air is greater.  When the sun warms the air, the air expands, gets lighter, and rises.  Cooler, heavier air blows to where the warmer and lighter air was, or in other words, wind usually blows from areas of high air pressure to areas of low pressure. If the high pressure area is very close to the low pressure area, or if the pressure difference (or temperature difference) is very great, the wind can blow very fast.

High or Low
   Although wind blows from areas of high pressure to areas of low pressure, it doesn't blow in a straight line.  That's because the earth is rotating.  In the northern hemisphere, the spin of the earth causes winds to curve to the right.  (To the left in the southern hemisphere)  This is called the coriolis force.  So in the northern hemisphere,  winds blow clockwise around an area of high pressure and counter-clockwise around low pressure.

Experiment:
Wind Pump
   Use a bicycle pump to show how air pressure makes wind.  When you push down on the pump, the air pressure inside the pump is greater than the air pressure outside the pump.  So the air flows from the high pressure inside the pump to the lower pressure outside.  The harder you pump (or the greater the difference in air pressure), the faster the air blows out.