Yes you want the area with the least resistance towards the wind. Suggest to also get some elastic ties around the roof Material , bungee cord , so if you close it whilst it’s windy the material will fold in and not get caught as the roof closes .
I had some windy nights in North Norway although never a problem . However if it is extremely windy though , for example the van is rocking with the wind , then I don’t put the roof up , no point in taking chances to test it .