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Yes the wind does rotate clockwise around a high - if you're in the northern hemisphere as of course London is. Here it is simple:
High pressure = anticyclone = winds rotate clockwise
Low pressure = depression = winds rotate anti-clockwise.
However southern hemisphere all is reversed, so that:
High pressure = anticyclone = winds rotate anti-clockwise
Low pressure = depression = winds rotate clockwise.
So the picture above of the south Atlantic, with the high to the north of the low would result in winds being funnelled between them, blowing a good westerly wind that the Volvo fleet have been enjoying for the last few days.
Few! Got it right after all!