It depends on which material you choose: mesh, fabric, or clear vinyl. Whereas the vinyl is generally fairly water-resistant, fabrics and meshes with open weaves allow greater air flow, and a tighter weave offers more protection.
If the wind is very strong then the mesh may produce a “sailing” effect, or escape its tracks. This can be easily rectified when the wind has dropped. For peace of mind, it is always wise to retract the screens in very strong winds.