Wind is air on the move from a region of higher pressure to a region of lower pressure. Wherever such a pressure difference appears, air begins to flow, and that flow is what we call wind.
The pressure difference is usually created by uneven heating. When one region is heated more than its surroundings, the air over it becomes warm and lighter and rises, leaving a region of low pressure behind. Air from the cooler, higher-pressure surroundings moves in horizontally to take its place. That horizontal movement is the wind we feel.
Surrounding cooler air is at higher pressure
→ air flows from high pressure to low pressure = wind