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If you have signed up for an advanced sailing class, you probably already know the in's and out's of anchoring a sailboat. But, learning to sail should cover how to do basic techniques when a challenging situation--such as a storm--is likely You may feel comfortable taking a cruising sailboat for a long trip but will you know how to anchor when inclement weather is predicted? Make sure your advanced sailing classes cover this type of situation, as it is likely to occur. Also, study the particular characteristics of weather in the area where you anchor. Storms effects will be different from city to city, and country to country.
If you need to anchor when there are storm warnings, put out a second anchor for safety reasons. Ensure that both your anchor lines are in the direction of the anticipated storm and at an angle of 30-45 degrees to the bow. It is also good to practice running the engine in reverse to dig the anchor in. If you have a dinghy on a cruising yacht, climb in and drop a second anchor, shackle the second anchor on and row it out. Do this when you arrive so you don't have to do it in the middle of the night when it's storming.
There are differing philosophies on how best to anchor in a variety of situations. That's why taking an advanced sailing course with instructors who have a great deal of on-water experience is better than just learning from books. These certified instructors have likely anchored in storms and bad weather and can teach you the tricks of the trade.