Atmospheric pressure faces continuous variations which causes the air to move from cold regions of the Earth to the warm regions because here the air is lighter. This displacement of air causes wind.
A wind can, thus, be defined as horizontal displacement of air from a high pressure area to a low pressure area. The strength of the wind depends upon the difference in pressure between the two areas.
Below Wind info from Wikipedia (Read More):-
Wind is the flow of air or other gases that compose an atmosphere (including that of the planet Earth). On Earth and within other planetary atmospheres, wind consists of air molecules in motion. In outer space, solar wind is the movement of gases or charged particles from the sun through space, while planetary wind is the outgassing of light chemical elements from a planet's atmosphere into space. Differences in density between two air masses lead to wind. Winds are commonly classified by their spatial scale, their speed, the types of forces that cause them, the geographic regions in which they occur, and their effect. While wind is often a standalone weather phenomenon, it can also occur as part of a storm system, most notably in a cyclone. While winds on Earth can be strong, the strongest winds within a planet in our solar system lie on Neptune and Saturn.
http://en.wikipedia.org/wiki/Wind