Energy always flows from a higher level to a lower level.
It is analogous to the waterfall where waterfalls from a higher level to a lower level.
So in the case of the pressure of the gas, when there are any numbers of molecules in a given volume of space. The gas is said to be at high pressure.
When there are fewer molecules in the given volume. The gas is said to be at lower pressure.
Due to a large number of atoms, the high-pressure gas exerts more force on the container than the force exerted by the low-pressure gas.
If a hose is connected between these two containers, gas rushes from high pressure to the low pressure. Since the force exerted by the high-pressure gas is greater than that of low-pressure gas.
So, the wind tends to move from high-pressure areas to low pressure.