The air around us moves because of convection currents caused by the heating and cooling of the air. As the sun warms the land or water the air will heat and expand and rise. The cold air will replace the rising air and it will then be warmed by the land and sea. Air will also move from high pressure to low pressure. You can find more information here: http://www.technologystudent.com/energy1/wind1.htm
Air particles are incredibly important to weather-related phenomena and changes as much as it reacts from climate changes. The movement of air, referred to as wind, can manifest itself in several ways....
Temperature or pressure differences is what causes air to move and cause wind. In the Northern Hemisphere air moves counter clockwise around a low pressure system and clockwise around a high pressure system.