Wind is moving air, moving gases. Air pressure pushes the air in different directions as the pressure always wants to equal out. If you and a sibling lean your backs against each other, it only works if you apply equal pressure. If one pushes harder (higher pressure), then they will move the one not pushing as hard (lower pressure). Areas where there is higher pressure are pushing the air in areas where there is lower pressure. There is always wind. Air is always moving around the Earth.
Look at the picture below at air from one area moving the air from another area. Colder air has higher air pressure.
There are strong winds between areas of high and low pressure. The greater the difference in pressure, the greater the wind.
Below is a picture of an anemometer. It measures wind speed. It catches the wind in the cups and is pushed around. How fast it spins shows how fast the wind is blowing.
Below is a picture of a weather vane. It shows wind direction. The wind pushes it, turning it, causing it to point in the direction of where the wind is coming from.