I live in Fl... and my horses have been through quite a few hurricanes. The best thing you can do is leave her out and let her instincts take care of her.
As Cakemom pointed out... they can drown... but not only that... with hard enough winds your barn/stall could collapse. If it does and your horse is trapped in there...
We leave all of our stalls open and the barn open to our 20 acre pasture. And let them have their choice. My moms gelding loves his stall and hates storms. But during hurricanes they all stand in the middle of the field in a close knitted circle.
But what we will do is put there "storm" halters on. They are breakaway halters with Mine, My Mothers, My Stepdads and Grandfathers Phone number.
Many people have sighed for the 'good old days' and regretted the 'passing of the horse,' but today, when only those who like horses own them, it is a far better time for horses. ~C.W. Anderson