how is it measured?
By anemometers.
Wind
Wind speed is measured by anemometers, most commonly using rotating cups or propellers. 
what is wind? The flow of gases on a large scale. what is the reason behind the flow? It is caused by differences in atmospheric pressure.
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Wind [SEP] Measurement
Wind direction is usually expressed in terms of the direction from which it originates. For example, a "northerly" wind blows from the north to the south. Weather vanes pivot to indicate the direction of the wind. At airports, windsocks indicate wind direction, and can also be used to estimate wind speed by the angle of hang. Wind speed is measured by anemometers, most commonly using rotating cups or propellers. When a high measurement frequency is needed (such as in research applications), wind can be measured by the propagation speed of ultrasound signals or by the effect of ventilation on the resistance of a heated wire.