It was a sunny, warm afternoon and I was standing at the train station waiting for the Frontrunner. Almost in an instant, the winds gusted for a good minute or so, blowing from the east. (Red Circle is where I was standing)
The event happened at 16:35 MDT, the last section of the time series below.
Gusty winds like these occur when rain evaporates and cools the air below a cloud. The evaporation cools the air and the air suddenly sinks. You're standing under a water fall of dry air coming from the bottom of a precipitating cloud.
Turns out this was only the beginning of a windy evening in Salt Lake City. See the article here: http://wasatchweatherweenies.blogspot.com/2016/06/surprise-east-wind-event.html