Wind is a result of the Sun unevenly heating the Earth. The hot air at the Equator rises, leaving areas of lower pressure. Cooler air from north and south of the Equator moves into the areas of lower pressure. This new air at the Equator heats and also rises. As the cool air moves from north and south of the Equator, it leaves areas of lower pressure behind, which is filled by air farther north and farther south.
If this effect were to continue, air from the North Pole would move south along the Earth to rise at the Equator, and air from the South Pole would move north along the Earth to rise at the Equator. The air that rises at the Equator would eventually cool, and move to fill the loss of pressure at either pole. This would create two huge circulation cycles, one in the north hemisphere and one in the south, wherein air close to Earth moves toward the Equator, rises high into the atmosphere, moves north and south to the poles, and falls again to rush to the Equator.
In fact, wind is more complicated than this. The cool air falls before it reaches the poles, and circulates down toward the Equator, creating a smaller circulation cycle called a Hadley cell. Air north and south of the equatorial Hadley cells form their own circulation cells as a result of temperature and pressure, and air at the poles forms its own Hadley cell.
However, for most general purposes, it’s okay to think of wind as two big circulation cells in the northern and southern hemisphere, formed as a result of the Sun unevenly heating the Earth.