@mbmpc
Apparently you joined the Community Forum on 21 nov 2017. So you are not really a layman.
The observation of weather is done at weather stations where several parameters are measured (temperature, wind, rain…). In Windy you get this data by selecting Reported wind or Reported temperature. In addition Weather radar and Satellite layers are also weather observation tools.
The weather forecast is based on numerical models.
In Windy when you select a weather station you get the reported data of the last 10 days. In addition you can compare it with the past forecast by the available models at this location. Choose Observation vs forecast as shown in my screenshot.