You can always hit the web. But here is a relatively simplified explanation.
Wind is created because of the pressure different and temperature. At the poles, fronts are created. These are called cold and warm fronts. Basically, cold air sinks down and war air rises up, if the latter slips under or lifts the former, it becomes a warm front and vice versa for the former.
This front movement is what causes weather. Most of the high speed winds are created in stratosphere because of fronts and earth's spin. However, the high speed wind within an isolated locality is created because of simply rise and fall of air. This is termed as Microburst. Warm air rises up to the storm Cloud or Cumulonimbus Cloud and comes at high speed when it's cooled down as Micro-burst.
If weather conditions are appropriate, this even created a suction effect giving rise to extremely high speed cyclonic winds that in turn become tornadoes. Well, this is the best way I can put it. I am pretty out of touch of Meteorology myself but hope this explained it.