If you look at a wind map of the whole world, you’ll see it’s a mix of a bunch of different swirls of different wind speeds. That’s true on all scales. You’ll have the huge swirl of a large low pressure system, the medium-scale swirl of a thunderstorm in it, and small-scale eddies made by the wind as it moves past trees, buildings, etc. along with the flow.
A gust of wind is just your experience of one of those local regions of higher wind passing you by. In general, faster flows tend to be more turbulent (“swirly”), so they’re more common when it’s already windy.
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