To add to others, wind also is generated when a rain “microburst” occurs.This happens frequently in the southwest U.S.
A microburst is when a very large amount of water is dropped out of the clouds. The gaining rain speed pushes the air below it out of the way. The air is pushed outward horizontal to the ground, which in essence is a massive wall of wind.
Often in the Sonoron desert a microburst causes the wind to push a lot of dirt from the ground surface to be blown out with the wind. When this happens it’s called a haboob. The wall of thick dust and particles can be up to a mile high and as wide as a city.
Below is a link to an image of a haboob over Phoenix, Arizona.