We describe the physical mechanisms of launching and acceleration of wind from an active galactic nucleus (AGN) accretion disk. We focus on the radiation line force driven and magnetic driven wind models, which operate on the accretion disk scale. We review the investigation histories of the two mechanisms and the most new results obtained recently. The ultra-fast outflows (UFOs) found in the hard X-ray bands are believed to directly originate from AGN accretion disks. We review the theoretical works applying the two mechanisms of wind to explain the UFOs. We briefly introduce the propagation of winds on a large scale which is important for AGN wind feedback study. Finally, the roles of wind in AGN feedback are briefly reviewed.