When something is heated, the molecules get excited and start moving around, and the higher the heat the faster they move! This produces movement within the substance as the heated molecules rise to the surface or into the air. Colder molecules rush in to take their place, they are heated and rise, and the cycle starts all over again. This process is called convection. Now, take this process up a notch and apply it to our earth, and you have convection on a colossal scale!
I will use an example to illustrate. My father has a pellet stove in his living room, and on it is a tiny little fan. The fan has no motor, just a propeller blade on a stand. It's quite intriguing to look at, and at first glance looks totally useless! But, the magic begins after the stove is lighted. As the wood burns, the air molecules are heated and they rise. It is this movement that powers the fan. Slowly, so slowly at first, the blades begin to turn. The hotter the fire, the faster they turn. Now something else begins to happen! As the warm air is blown out into the room, it moves upward, and the colder air sinks beneath it. The colder air reaches the hot stove, it too is heated, and the process repeats itself. That little fan keeps that room toasty warm all winter long!
Basically speaking, the forces at work in our atmosphere and oceans (winds and currents) follow this process, only on a grander scale!