What causes the winds and controls their direction?

Horizontal variations of pressure across the earth cause wind.

In the northern hemisphere the air rotates clockwise around a high pressure area and counter-clockwise around a low. The air would like to move directly from high to low to equalize the pressure but cannot do so because the earth is rotating, so the air mass ends up rotating too. The fact that the air does not go directly but moves around means that the weather associated with the air 'hangs' around for much longer than you would expect. It can also mean that the weather condition covers a much wider area.

Winds are described in terms of the direction from which they come. This makes sense as the winds tend to bring the weather and temperatures with them, so knowing where they have come from can often give information about the weather they might bring. For example, a north wind might well have come from the cold polar regions and so may bring cooler weather or air with it — "When a north wind blows it doth bring snow."

Obviously storms are associated with high winds and an anemometer may give some indication of the increase in wind, or for that matter the passing of a storm as the wind drops.

Measuring wind speed and direction 

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