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At the area around the equator, air gets very hot due to the sunshine.
It goes up and has to flow away from the equator. At that time the air has the speed of a point on the equator: 40000km/24h.
When it flows to higher latitudes, it thus has more speed than a point there: because a parallel at, say 40 degrees has a much smaller circumference than 40000km, its speed is also smaller, because it still takes 24 hours to get round.
This means that the air goes quicker than the ground, so there is wind.
Now imagine you are in a spaceship above the equator, facing north. The earth then moves to the right, so from west to east (seen from the north pole, the earth turns counter clockwise).
The air moves from east to west also, but faster.
So we have a westerly wind! They occur in both hemispheres, at latitudes from say 30 to 60 degrees (not sure about these numbers, though).
Credit: openstudy.com (http://openstudy.com/study#/updates/512e78d3e4b02acc415ec6db)