To be more specific, uneven heating of the Earth's surface changes atmospheric density, creating distinct pressure areas that we know to be Highs and Lows. Wind is created by both this phenomenon as well as the two pressure areas trying to balance out again.
On a flat, non-rotating Earth those pressure areas would likely function differently, as large air currents would be larger-scale actions of what can be observed from a person standing on a beach. On a hot day, as the land warms faster than the ocean, ground-air rises, pulling ocean-air inland, creating an incoming wind. In the same location at night, the land cools faster, and the now-relatively warmer ocean air rises, bringing the wind out to sea.
Without rotation, this wind would probably move much more perpendicular to the land in much the same way. The Coriolis Effect moves these air masses in much less predictable ways, as it creates a circular rotation around the pressure areas.