You may remember from school science classes that hot air rises. This is what happens when it is heated by the Sun. Colder air then rushes to where the warmer air was, because air, like any gas or mixture of gasses, disperses itself evenly over an area (if you were to spray some perfume in the corner of a room it would eventually spread across the whole room, not just stay in the one place). This is the nature of gasses and air is merely a collection of gasses. So where the hot air has left a vacancy, the colder air must rush in to replace it. We feel this rushing past us as wind. Eventually the hot air which has risen will cool as it moves further away from the heat retaining properties of the Earth's surface. As it cools the air descends and the cycle begins again. This whole process is known as the 'convection current', as the energy transfer method in action is convection ("Heat transfer in a gas or liquid by the circulation of currents from one region to another" - from www.Dictionary.com), much in the same way a radiator uses convection to heat the air immediately around it, and eventually heating the room.