The winds cause waves on the surface of the ocean (and on lakes). Winds blowing across the surface of the ocean push water through the friction forces and build up energy. Stronger winds (like storm surges) cause larger waves. As the wind blows over the water, it tries to drag the surface of the water with it. The surface water cannot move as fast as air, so the water rises. After it rises, the water is pulled back down by gravity. The falling water's momentum is carried below the surface, and water pressure from below pushes this swell back up again. This tug of war between gravity and water pressure creates wave motion.
As a wave approaches shore, friction between the bottom of the wave and the seafloor affects the wave's motion. The lower portion of the wave slows, while the upper portion continues to travel at the wave's speed in deep water. The wave rises with the slope of the sea bottom. Because the wave's top moves faster than its bottom, it begins to curl, break and collapse. Waves can travel thousands of miles from their sources of origin. But it's the wave energy that moves, not the water.
Waves are also caused sometimes by disturbances in sea by earthquake, volacnoes etc.