Winds can come from any direction at the surface of the planet. They also have vertical movement, which can either increase or decrease the temperatures as well as either add or eliminate moisture. But looking at the global perspective, the winds move within a confined area, known as cells.
There are three types of cells for each hemisphere of the planet, although they do have the same names and the same concept. These cells are called Hadley Cell, Ferrel Cell, and Polar Cell. Their locations are also relative to some of the common marks we have in the world, which is not a coincidence. Since both hemispheres are mirror images of each other, we will just look at the northern hemisphere for descriptions.
Starting from the Equator, we have the Hadley cell. This cell is in the tropics area of the planet and is the largest of the three. At the equator, air rises, which gives plenty of moisture to the air. As it circulates up and in a northern direction, the cooler air sinks back to the ground. This creates what is called the trade winds, blowing in an eastern direction near the equator.
The Ferrel cell is at the sub-tropics region of the planet. The area next to the Hadley cell has sinking air, which then cycles to the surface and moves to the north, where air begins to rise again at the Arctic Circle. The winds here end up coming from the west, which we are familiar with here in the U.S. since our weather patterns move from west to east.
North of the Arctic Circle, we have the Polar cell. Air is rising where the Polar cell meets with the Ferrel cell. A lot of this air is colder and more on the dry side. While the winds here are not as strong as they are in the other cells, they do move much colder air, and can create bitter polar easterly winds. Usually, the air sinks near the poles, and moves outward at the surface of the Earth, which is why the areas around both the north and south poles are much colder. It also helps explain why we have ice at the cap of each pole.