Would they keep pressing on towards their destination, or would they drop anchor and wait for calmer winds?
I'm very passionate about naval history, especially the age of sail period spanning the 15th through mid 19th century. I'm pondering a future career as an historian myself, specialising in all marine matters!
I'm pretty fascinated by the same period myself. If your really into it, I recommend that you take up sailing yourself. I do and its really helps makes more sense of sail history. There is lots of clubs that you can join. If your not near the ocean, lakes are fine and even the smaller sailboats like lasers are really fun.
As far as storms go, the best strategy is ride it out on the open ocean. If you drop anchor (it need to be pretty shallow) the wave action against where the anchor chain connects to the boat can put a really serious load on the boat and cause some serious damage. Also you run the risk of losing the anchor and chain which would be costly as well. If your anywhere near shore the waves can beat the boat against the shore and cause serious damage or probably complete loss. The only safe place is a harbor that has a really small entrance point like (New York harbor) to protect against ocean waves. Also, a lot of sail boat design is to minimize capsize potential and even make it so it rights itself if it does roll over. The smallest ocean going sailboat today is the Nor'Sea 27ft. I've heard it can withstand complete roll over (360degree) and still right itself, although there is potential for damage.
EDIT: here's a topic I submitted you might find interesting about the history of cartography and navigation. it discusses two major shipwrecks caused by bad navigation in storms:
https://www.reddit.com/r/history/comments/42e1ck/a_history_of_navigation_and_cartography_during/?