Wind is air in motion, travelling between areas of different pressure.
What is wind?
To understand what makes the wind blow, we first need to understand what atmospheric pressure is. Pressure at the earth's surface is a measure of the 'weight' of air pressing down on it. The greater the mass of air above us, the higher the pressure we feel, and vice-versa. The importance of this is that air at the surface will want to move from high to low pressure to equalise the difference, which is what we know as wind.
What causes wind?
So wind is caused by differences in atmospheric pressure - but why do we get these differences? It's down to the rising and sinking of air in the atmosphere. Where air is rising we see lower pressure at the earth's surface, and where it's sinking we see higher pressure. In fact if it weren't for this rising and sinking motion in the atmosphere then not only would we have no wind, but we'd also have no weather.