The blowing of wind is caused due to the pressure difference.
pressure
Gases and air molecules have a natural tendency to move from a region of high pressure to a region of low pressure and attain a uniform pressure throughout. Due to day-night cycle, change in altitude etc., the air at some places gets cooler than other places. The cooler air will have a higher density resulting in a high pressure as pressure is directly proportional to density. This will result in bulk movement of molecules of air giving rise to winds.