What we do know is that because heat from the Sun is unevenly distributed, differences in air pressure arise on the planet. Air can't abide this, so it rushes around trying to equalize things everywhere. Wind is simply the air's way of trying to keep things in balance. Air always flows from areas of high pressure to areas of low pressure (as you would expect; think of anything with air under pressure—a balloon or an air tank—and think how insistently that pressured air wants to get someplace else), and the greater the discrepancy in pressures the faster the wind blows.
Incidentally, wind speeds, like most things that accumulate, grow exponentially, so a wind blowing at two hundred miles an hour is not simply ten times stronger than a wind blowing at twenty miles an hour, but a hundred times stronger—and hence that much more destructive. Introduce several million tons of air to this accelerator effect and the result can be exceedingly energetic. A tropical hurricane can release in twenty-four hours as much energy as a rich, medium-sized nation like Britain or France uses in a year.