Different winds make different weather, right?

You can't usually say that. In daily life, the most direct impact of most weather changes is the weather system at high altitude. After the top weather system changes, the weather on the surface will also change frequently. For example, when the northwest wind at the top of our country is often sunny, when the northwest wind at the top turns to southwest wind, it often means that there may be precipitation on the ground (it seems that the wind at the top really determines the weather on the ground). But some weather changes have little to do with the wind. For example, local thunderstorms in summer are often the result of the continuous development of strong cumulonimbus clouds, and thunderstorms have little to do with wind.

So there are many reasons for the weather, and wind is one of them. At the same time, the wind is also a manifestation of the weather. It should be said that the relationship between weather and wind is more inclusive than causal.