Maybe it’s the wrong category.
Does anyone know, where the information for the Wind direction arrow in PFD and MFD come from?
I do not mean this explicit for the sim, but for real life aircrafts.
I have no clue if it’s calculated from the aircraft systems or downloaded from wherever…
From the aircraft systems.
It’s calculated by the aircraft systems using input data such as airspeed, heading, GPS/inertial track, & ground speed.
The aircraft “knows” it’s ground speed and route from the GPS and nav systems. It knows its airspeed (calculated from IAS) and heading. It can then calculate the wind speed and direction. It’s a simple vectors addition.
Wow, pretty fast response. 
Thanks for that information. Didn’t really know it, but I couldn’t imagine a steady download source for all aircrafts in the world. 
And a global calculated wind wouldn’t be accurate enough. The wind can quickly change when altitude varies, and is easily influenced by very local conditions (mountains, clouds, etc…)