(a) When the air becomes warm, the air particles spreads out making the warm air light and less dense compared to cool air, and hence rises up. Cool air being heavier, sinks down.
(b) Moving air exerts pressure on the objects present on the surface of the earth. The imbalance between the pressures exerted by the air and pressure due to gravity cause the objects to move.
(c) Usually the front portion of the wind vane has a smaller surface area compared to the rear portion because when the wind blows it presses the rear part as it has a greater surface area, which turns the front part of the vane towards the direction of wind.