The pilot receiving instruction in the tailwheel-equipped airplane reported that he taxied to a runway for takeoff and then realized that the wind favored the opposite runway. He taxied to the opposite runway, performed a run-up, and discussed the takeoff and traffic pattern procedures with the flight instructor. After takeoff and completing a circuit in the pattern, while on final approach in gusting wind conditions, the flight instructor took the flight controls to correct the airplane's alignment with the runway. The pilot receiving instruction added that the flight instructor corrected the alignment and landed the airplane. After landing, a wind gust pushed the airplane to the right, and the airplane exited the runway and impacted sagebrush. The flight instructor reported that, before the flight, he told the pilot receiving instruction that it was "not a flying day" and suggested practicing wind correction during taxi. He added that they decided to taxi down the runway to the first turnoff, but the pilot receiving instruction applied takeoff power and, he did not know why. He added that the airplane became airborne and that he took control during final, landing, and the landing roll but was not able to maintain directional control. He applied full power to go around but "chose to wheel land in the small sagebrush" instead. The airplane sustained substantial damage to the fuselage. The pilot receiving instruction reported that there were no preaccident mechanical failures or malfunctions with the airplane that would have precluded normal operation. The automated weather observation station located on the airport reported that, about 5 minutes before the accident, the wind was from 210° at 9 knots, gusting to 26 knots. The airplane landed on runway 27.