A 'wind current' is simply the flow of a huge amount of air, usually from a high pressure-area to a low-pressure area.
Wind currents occur due to
(a) uneven heating between the regions near the equator and the poles and the rotation of the earth and
(b) uneven heating of land and water in coastal areas. The equatorial and tropical regions get hotter than the polar regions as they get maximum heat from the sun. The warm air at the equator rises, and the cold air moves in from the polar regions. The air moves due to uneven heating of the earth's surface between the equator and poles, which results in the circulation of wind across the globe. But the wind flow is not in the exact north-south direction because a change in direction is caused by the rotation of the earth.