I've ridden in some pretty high wind in the wet. It's not pleasant. I try and keep relaxed, and ride with my tires a little downwind of centre of my lane so as a gust or lull is less likely to blow me out of my lane.
If you are riding long distance in high wind, make sure you stop fairly often because it is really fatiguing. Also if you don't feel comfortable continuing, stop and take a break, or wait for the wind to die down some.