Playing in windy conditions is one of the most difficult things for a tournament player. The better a ball striker you are the less the wind effects the flight of the golf ball. Most players try to knock down shots but in my opinion they use the wrong technique. Most play the ball back in their stance, hands forward to deloft the club. In no wind conditions this method produces a nice low penetrating shot. But for many players this produces too much backspin which when you introduce windy conditions and produces a shot the balloons up in the air. I prefer players to learn to swing easier take one or two or three more clubs which produces a lower flying shot with less backspin. Best drill to practice this is to take a 7-iron and say your normal 7-iron goes 160 yards practice shots with it in no wind conditions where it only travels 120.
On a separate note I don’t think most people realize how much the wind effects yardage. I use my TrackMan to help track the ball and learn just how much wind effects my shots.
Shots into the wind are much more adversely effected than shots downwind are helped.
My last note is this. While I talked about knock down shots at first I find unless you really really really practice and master those shots many players are better off taking normal swings especially with driver and taking their medicine when into a strong wind. And accordingly learning their yardages. A good rule of thumb into the wind is one club added for every 10mph of wind.