How does the unequal heating of Earth's surface cause winds?
solids warm up faster than liquids (this has due at the different thermal capacity), in particularly earth (expecially the dry lands as the deserts) warms up faster than water (of oceans, but also of lake or wet regions).
The warm air is lighter than cold air and rises up (while cold air goes down). The air over earth during the day warms up and rises up causing a decrease of pressure that call air from the near lands: this is the wind. Of course it happens the countrary during the night.