The first thing about playing in windy conditions is that you cannot fight Mother Nature, so you have to make adjustments in your setup and how to play the course. You must need to have a “high shot” and a “low shot” in your arsenal! Obviously the higher the ball flight the more the wind will carry the ball, which is great for the long holes and downwind holes. Hitting over trees, getting the most distance downwind – for these higher than normal shots you will need to place the ball more forward in your stance (one ball width) and your weight a touch more on the rear foot. Low ball flight, just the opposite; ball back in the stance and weight is leaning more on the forward foot (toward the target). This will automatically deloft the club on the way through impact, helping the ball come out lower and flatter. This ball position will help keep the ball under the wind and make it easier to control.
As far as course management, you have to use your visualization and pick spots for where you want the ball to land and then knowing that the ball will roll out from where it landed. You have to be creative and you may be using clubs in different ways that you never did before! I myself love playing open, links-style courses. My favorites: Shinnecock (NY) & Maidstone (NY). Its windy here all the time in Sarasota, especially in the afternooons. Go out to the practice range on a windy day and try out high and low shots, then take them out to the course and experiment and have fun watching Mother Nature taking control of your golf ball!