Wind is moving air (a.k.a. Air motion). It can be caused by three different sources:
Pressure Gradient Force
An effect where high pressure areas force air to lower pressure areas.
An effect where the Earth’s rotation causes the air to turn.
The Earth’s friction causes the flow of the wind to slow down.
Winds in lower pressure areas are usually cold and rise, and the moisture from this eventually forms into clouds. Winds in higher pressure areas however, they are usually warm and sink, and fits it to the category that many people would consider good weather.