Wind is the movement of air mass, which is due to pressure difference.
In a large scale, winds on earth is due to differential heating of the atmosphere by the sun (i.e. some parts of the atmosphere receive more heat than the other parts), thus creating regions of different atmospheric pressures, this causes air to move from high pressure region to low pressure region. Exmples are monsoons, tropical cyclones, land and sea breezes.
In a small scale, pressure difference can be created by various means, either natural (like different heating, and hence different temperatures, on a sandy ground and on the grass in a green park in a town) or artifical (heat sources like cooling towers), all these cause air to flow as wind.