In general, wind speed increases with height as you go up in the atmosphere. This is because friction from the ground slows down the air at the surface.  The wind often changes in direction as height increases as well.

Let’s say one day you decide to climb a radio tower and you want to take wind observations as you climb up in the atmosphere. At the surface, you may notice that the wind is out of the southeast at about 5 mph. After climbing a couple of hundred feet to the middle of the tower, you notice that the wind is now out of the south at 15 mph. Once you reach the top of the tower, you notice that the wind is out of the southwest at 20 mph. What you just observed while climbing the tower was wind shear, i.e., wind changing speed and direction with height.