Scientists use a wide variety of old and new technology to measure these things.
Temperatures of both water and air are measured locally by a very old and commonplace technology: a thermometer. Thermometers are in weather balloons, weather stations, and ocean bouys.
Temperatures of wide areas, used to gauge climatic trends, are measured by satellites using infrared cameras. Infrared radiation is more commonly known as heat energy. Warmer areas will give off more heat energy naturally.
Wind directions at low altitudes are measured by an old technology that you can see on barns throughout the nation. It's called a weather vane. Wind speed is measured by anemometers. At moderate altitudes, weather balloons measure wind speed and direction via built in GPS devices measuring where the balloon travels from its release point.
At higher altitudes, radar measures the direction and windspeed by bouncing radio waves off water droplets in the air. They use both satellites and ground based units for this.