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The desert floors get heated up too much and too quickly because of being dry and barren. The heated floors heat up the air directly above them and result in upward movements in the hot lighter air with turbulence, and any obstructions in its path sets up eddies, whirlwinds, updrafts and downdrafts. Winds also move along the desert floors with great speed and the obstructions in their path create turbulence. There are storm winds as well which are very destructive. Winds cause deflation, abrasion and impact.
Deflation includes lifting and removal of dust and smaller particles from the surface of rocks. In the transportation process sand and silt act as effective tools to abrade the land surface. The impact is simply sheer force of momentum which occurs when sand is blown into or against a rock surface. It is similar to sand- blasting operation. The wind action creates a number of interesting erosional and depositional features in the deserts.
No, wind is not the only agent responsible for the erosional features in the deserts. Wind is one of the two dominant agents in hot deserts. The other one is rain or sheet wash.