The Sun heats up the Earth and since the Earth is mostly water, it warm up our oceans as well. With warmer waters, the water begins to rise and do a swaying motion and as it begins to move, the cooler waters come near the warmer waters and when it cools down, it "slams" back into the ocean creating our currents. Same with wind, it heats up the air and as it rises it hits cold air that is sinking along the way and they collide, which pushes it and causes the winds we feel.
Hope this helps!
