If you don't absolutely need to be on the road and driving during a high wind warning then it's best you stay at home and leave your car parked.
Driving during high winds especially on the freeway or highway can be deadly if the high winds push you off the road and even potentially into oncoming traffic like what happened to me.
If you do need to drive in high winds it's best to stay off the highway and and freeways and take slower back roads if possible.
The high winds make your car or vehicle more difficult to control and can also decrease gas mileage.