Yes. When you blow air, there is a change in pressure, The region where you blow air to experiences an increase in pressure. However this effect is negligible and hence we do not feel any physical effect.
You will learn in higher classes that sound propagates through air as a series of high and low pressure. We cause a change in pressure even when we talk (because we blow out air) , but the effect is so small that it is hardly noticable.
I hope this answers your query