The kinetic theory explains the behaviour of a gas from the motion of its molecules. It assumes: a gas has a very large number of molecules in random motion; the size of a molecule is very small compared with the distance between molecules; molecules exert no forces on each other except during collisions; and collisions are perfectly elastic.
Pressure comes from molecules hitting the walls. Each collision changes a molecule's momentum, and the rate of change of momentum is a force on the wall.
The absolute temperature of an ideal gas is directly proportional to the average translational kinetic energy of its molecules. So all gases at the same temperature have the same average kinetic energy per molecule, though lighter molecules move faster.