As stated earlier, the speed of the wind is a direct correlation of the pressure differences in the area. High winds are usually a good indicator of changing weather. This could be two types of changes:
Source: NWS Southern Region Headquarters | NOAA
Microscale (Example: Approaching thunderstorm or sea breeze front)
Source: NWS Southern Region Headquarters | NOAA
Macroscale (Example: The passage of a cold front)