We went to ring the bells at the church in Shap. Here's the weather vane on the roof. It comes from the church at Mardale that was demolished along with the village when the Haweswater Reservoir was constructed.
In our part of the world, the prevailing wind is from the south west. These prevailing winds stem from convection in the Earth's atmosphere driven by the Sun. The Equator receives the greatest solar energy, so the air expands and rises there. What goes up must come down, once it has cooled away from the surface of the Earth and become more dense. In the northern hemisphere it comes down in a belt that includes the Sahara. The air pushing down causes high pressure and hence the desert. When the falling air hits the Earth it has to go somewhere. Some goes south back to the Equator to complete the convection cell, known as a Hadley Cell. Some comes north towards us. From our point of view it is coming from the south - it is a south wind. But the Earth is spinning which by means of the Coriolis Effect drags it into a south west wind.