The first objective is to get the aircraft away from the ground, the second away from a downburst (the most hazardous form of windshear). Most recovery guidance systems adapt the flight path demand according to altitude to accomplish this. Both activities require swift action, which should not be complicated by lesser drills until at a safe altitude and / or in a safe area.
If you are unfortunate enough to encounter windshear I suggest that there will significant confusion and concern; the best action is to follow well trained procedures. A good example of how do this is here;
Windshear Recovery; note that 0.5-1 sec is very important when descending at 30 ft/sec.