I shoot at a range where the 17HMR is surprisingly popular. There are berms on the sides and behind the targets, yet I live in a windy area and the wind still plays a factor. It amazes me how much the 17HMR is affected by wind speed, even at just 100 yards. It is EXTREMELY sensitive to wind.
I think the answer to your question is to learn it in a variety of wind conditions because you will need to know when and when not to take a shot with that cartridge.
I will go so far as to say that your gun will never truly be sighted in, except in a laboratory setting, because each shot's placement will vary with the wind.
In calm conditions, the guys that shoot the 17HMR really like it a lot. It's tight grouping and fun to shoot, and not too expensive.