The movement of wind is caused due to 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 a few factors such as the day-night cycle and change in altitude, the air in some places gets cooler than other places. As pressure is directly proportional to density, the cooler air will have a higher density resulting in a high pressure. This will result in the bulk movement of molecules of air giving rise to winds.