Warm air rises at the equator and travels to around 30º North where it cools and sinks to the surface, before returning to the tropics. This movement is known as the Hadley cell.
At the equator there is an area of low pressure, due to the rising and expanding air. At around 30º North the sinking air creates an area of high pressure. This cell is thermally direct.
The Ferrel cell is found between the Hadley and Polar cells and lies between 60º North and 30º North. The Ferrel cell is thermally indirect as it is powered by the other two cells. In reality the effect of depressions and jet streams disrupts the Ferrel cell.
The Polar cell is much smaller and is thermally direct. As can be seen in the diagram below, cold air sinks at the North Pole, before flowing south at the surface. Here it is warmed by contact with land/ocean around 60º North, where it rises.
This three cell model is repeated in the Southern Hemisphere.
As air is heated it expands and rises, leaving low pressure. In areas where the air is cool it is more dense and falls to the surface of the Earth, creating areas of high pressure.
The global wind system is created by air blowing from areas of high pressure to areas of low pressure. Winds are affected by the Coriolis effect.
In the Northern Hemisphere the Coriolis effect deflects movement to the right and in the Southern Hemisphere it deflects movement to the left.