Why does the wind blow?
If you put sugar in a cup of tea and leave it there for a long time, it will gradually dissolve and the entire tea will become sweet. If you inflate a balloon and then untie it, all the air will escape. And an ice cube left in a room will gradually melt.
These are all examples of systems striving toward a state of equilibrium or a state with minimum energy. That's just a law of nature. Sugar in a cup tends to move where there is none. Air in a balloon under high pressure tends to go where the pressure is lower - outside. The room gives heat to the piece of ice until their temperatures equalize.
Our Earth is a sphere (whatever flat-earthers might say), and it's also tilted at a certain angle to the sun. As a result, the equator receives more heat and warms up more than the poles - sunlight simply needs to travel a shorter distance to the surface at the equator because it falls at a more direct angle.
Now about pressure. Atmospheric pressure is the force with which air presses on the Earth's surface. Let's take two air columns of equal mass and temperature. If we start heating the first one, it will increase in volume and become less dense. Thus, the same column area will exert less pressure on the surface. This is how cold air exerts greater pressure than warm air, meaning that the equator has areas of lower pressure, while the poles have higher pressure.
As a result, due to systems' tendency to reach equilibrium, air from colder areas (poles) moves toward warmer ones (equator). And the movement of air is wind.
If the Earth remained stationary, the wind would always blow uniformly from the poles to the equator, and there would be two huge descending and ascending air flows. But the Earth rotates, and this is where the so-called Coriolis effect comes into play, which causes air flows to deflect. That's why wind blows in different ways.