It's the movement of warm air and cool air that causes wind.
WARM air weighs less than cool air so it RISES. Cool air rushes in to fill the gap underneath the rising warm air. This cooler air then warms up and rises leaving a space for more cool air to fill in. This movement of cool air in to replace the rising warm air creates wind.
A windy day is often a sign that the weather is about to change.
h2o<-------not blowing hot air. LOL