Yes, very affected by wind.
It sits up relatively high as lake go. Remember, they pump water into it, not fed from a river or tributary so with a low lying position. That, and the water is deeper than most lakes at around 80 feet not far off the dam.
For a day like today, Sunday as I type, you could position yourself on the leeward side of the tiny island and get some protection, go back into one of the coves, but you will be blown around in most areas.
Just for contrast, the lake nearby, in Cleburne State Park, is low and in sort of a bowl, has lots of trees around its perimeter. Though not the fishery that WB is, it's an example of a good lake for a windy day.