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The heated surface heats the air. Heated air expands - the same air gets bigger, fills more space and tries to rise, because a volume the same size now weighs less. If the air rises here when the sun is heating the surface, air has to come here from somewhere else (where the sun is not heating the surface) to replace it. This is a wind. Every day when the sun rises and sets, you can feel this kind of wind. The edge of the line between day and night is passing where you live - the day side is being heated, and the night side is not, and a wind will blow from night to day across the line.
There are other winds like this. When the sun shines on water and land, the water does not get as hot as the land. If the sun shines on a lake shore, there will be a wind from the lake to the land, because the air over the land is rising. Winds like this, and the one from night to day, are small scale - they take place in a space a few hundred miles on a side.
On a slightly larger scale, look at the weather pattern around a high or low pressure region that you can see on television every day on the weather channel. A low is usually caused by a little extra heating from the sun, which makes the air rise; air rushes in from elsewhere to replace it. This is the wind that arrives with weather. The air motion is made more complicated because the air sticks to the surface of the earth, and tries to go around with it . For complicated reasons, this makes air moving north try to turn east, and air moving south try to turn west, so that the air coming into the low pressure region swirls counterclockwise around the low (in the northern half of the earth).
The whole earth is not uniformly heated: the wind tries to blow from the part that is not being heated much by the sun (the poles) to the part that is (the equator), where it rises - the air returns to the unheated part far above the surface. These winds are made more complicated because the part of the earth that is being heated is constantly changing as the earth rotates, as well as because the air sticks to the surface. Both these things (the changing, and the sticking) mean that when the air moves from the unheated part to the heated part, it does not always move in the direction we expect. The winds of this scale (things that happen over a whole half of the earth at once) bring the weather patterns you see on television from the west coast to the east coast here in the north.
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