Both cyclones (hurricanes) and tornadoes have similar origins, they are just different sizes. For tornadoes, the land becomes hot from the sun and heats up the air. This makes the hot air rise and create a circular current leading ultimately to a tornado. Over the ocean, a cyclone or hurricane is formed by warm, moist ocean air rising and forming huge clouds. This results in an unstable hot/cold balance, and forces the air to move in the shape you usually see for a cyclone. A good image of a cyclone forming is here: click to see

The L and H are areas of low or high pressure. The movement of the clouds is caused by air trying to move from high to low pressure and creating a cycle. It's incredibly destructive. Some scientists predict that with warmer oceans due to global warming, this will lead to more storms and more severe storms, since it is heat that drives this.