The male part of a flower is a stalk with a pad on top. The whole thing is called a stamen. Most flowers have more than one stamen, forming a ring right in the centre of the petals. The ring of stamens surrounds the female part of the flower. The pad at the end of the stamen is called the anther. This is where the pollen is made.
Inside the anther pollen grains are made.
When the pollen grains are ready to be released the anther breaks open and turns itself inside out, so that the pollen grains are exposed to either insects or wind.
The anthers of insect-pollinated flowers make a relatively small amount of pollen because the chances of insects carrying pollen to another flower are quite high. The anthers of wind pollinated flowers make a large amount of pollen because the chances of pollen reaching another flower on the wind are very low. By producing large amounts of pollen the anther increases the chance that some pollen will reach another flower.