X213A,
All weather comes from heating off the earth's surface by the sun. Warm air rises, cool air falls, simply because warm air is less dense, and in the atmosphere, floats on cooler air. Think of a hot air balloon...heat the air in the balloon, it goes up. Let it cool, it comes down. Same with the atmsophere.
Storms are parcels of air with moisture, lifted high into the atmosphere, where they cool, where water or ice or snow forms, and again falls to earth.
Air is constantly circulating, rising falling, shifting. As it does, wind is created.
Some air is more dense than other air...a result of uneven heating of the earth's surface by the sun. Air takes on characteristics of the land beneath it, forming air masses, large bodies of air which have properties of moisture, temperature, and pressure. High pressure air moves into low pressure areas, constantly shifting, constantly seeking equillibrium...but never able because the heating of the earth's atmosphere by the sun is constantly changing.
The movement of high pressure air to a low pressure area is wind. The movement of air descending from a cloud and flowing outward is wind. The movement of air through city buildings or a canyon is wind, and it flows like water in a stream.
Where does it go? It goes nowhere, and it goes everywhere. Air is around us, and it simply circulates very much like the breeze one feels in a store as a fan blows over your shoulders...the air circulates, moves, but stays in the room...wind circulates and moves small parcels of air like currents from a fan or currents in a stream...but they go nowhere...slowing and dispersing back into the atmosphere. A little like a sand castle on a beach; it's there for a short time, but eventually morphs back into beach again. So does the atmsophere around us.
Even in a tall, towering storm cell, a big cumulonimbus rain cloud, air blows through the cloud, from one side to another. It's constantly forming, constantly dissipating, it's energy derived from heating of the earth's surface by the sun, and sometimes by the forced lifting of air by mountains, or even artificial heating by a forest fire. The air circulates through, around, and in the storm, then drifts away to become another part of the atmosphere...a constantly moving, turbulent fluid which invisibly surrounds us: air.