Rashi: After He finished His words, He commanded the wind to take him to where Bnei ha'Golah were.

Radak: In a prophetic vision, it seemed that a wind took him to the Golah.

Radak: When the wind lifted me, I heard in back of me, in place of the Nevu'ah, that I was there, and the voice was saying Baruch Kevod Hashem mi'Mekomo." I.e. when He departs from His place above the Kapores between the Keruvim, for Yisrael detracted from [showing] His honor when He was among them] via "Semel ha'Kin'ah" (8:3, the idol that Menasheh put in the Heichal). It is as if His honor increased when He departed from them. Brachah is an expression of increased good and honor. And so it says below "u'Chvodo Elokei Yisrael Na'alah me'Al ha'Keruv Asher Hayah Alav El Miftan ha'Bayis" (9:3).

Radak citing R. Moshe: Mi'Mekomo is according to His level and His share in existence.

Malbim: When the Merkavah departed to go to its place, the verse depicts that he heard a great voice showing that now the Merkavah is going to agitate kingdoms. Even though the honor will leave Beis ha'Mikdash, and Brachah and influence will not descend from Yerushalayim, from which Hashem commanded Brachah until now, still He is the source of Brachah from where He is.