Yep, point into the wind, the arrow will actually stay side ways in a strong enough wind, heavier arrows with more foc help a bit in the wind, as well as smaller vanes will catch less wind of course.
Wind has much more of an affect on our ability to hold on target than it does on the arrow in general.
It is always breezy at our range, wide open desert and quite flat, I took shelter behind a thick juniper last week so I was quite steady, as soon as the arrow cleared the juniper she went waaaaay sideways, got luck and clipped the down wind side of the ten at approximately 44 yards if I remember right.
Real issue is the wind is always gusty, just when you settle it rips again and causes major issues, especially shooting a hinge!
Scores go in the toilet with gusty winds over 12 mph or so.