We know that clouds form from water vapour which comes from the evaporation of seas and rivers. The water vapour condenses into many tiny droplets of water. These small drops fall very slowly, so it seems as if they are floating in the sky.
When the wind blows it pulls the clouds with it and makes them travel at the same speed, so it looks as if the clouds are moving by themselves. If you go up a mountain you may find .yourself in the middle of a cloud.