WINDSHEAR ON APCH; GAR EXECUTED; BUT CONFUSION RESULTED. WHEN ATC GAVE HDG INSTRUCTIONS AND FLC SET HDG IN SELECTOR; RPTR CAPT COMMENCED TURN TO NEW HDG; BUT ACFT WAS STILL IN WINDSHEAR MODE AND FLT DIRECTOR COMMANDED STRAIGHT FLT SO RPTR HAD TO 'LOOK THROUGH' FLT DIRECTOR. SAME OCCURRED WHEN REACHING ASSIGNED ALT -- HAD TO IGNORE 15 DEG PITCH COMMAND IN ORDER TO LEVEL. WINDSHEAR RECOVERY TAUGHT IN ACR TRAINING; BUT NOT WITH ATC INSTRUCTIONS AND HOW TO GET OUT OF WINDSHEAR MODE.

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THE ACFT WAS FLOWN WITH ALL 3 AUTOPLTS ENGAGED; ESTABLISHED IN GS; LOC AND AT TARGET SPD REF +20 KTS. SURFACE WINDS 060 DEGS; 25 KTS; GUSTS TO 38 KTS. OVER THE OM STRONG E WINDS WERE PRESENT. THE HDG WAS OFFSET 15-20 DEGS TO THE R TO TRACK THE LOC. AT 800 FT AGL; THE FLT ENCOUNTERED MODERATE TURB. A GAR WAS INITIATED; GPWS GAVE A WINDSHEAR ANNUNCIATION. THE AUTOPLTS WERE DISCONNECTED DURING THE RECOVERY. THE FLT DIRECTOR THOUGH THE AFDS ENGAGED IN WINDSHEAR RECOVERY; PITCH ATTITUDE ANNUNCIATOR TO 15 DEGS. THIS WAS USEFUL IN ESTABLISHING THE CLB AND RECOVERY. THE TWR WAS NOTIFIED OF THE WINDSHEAR AND GAR AND ASSIGNED RWY HDG AND CONTACT DEP OR APCH CTL. APCH CTL ASSIGNED A SE HDG AND MAINTAIN 3000 FT MSL. THE CLB TO 3000 FT WAS QUICK AND TURBULENT. GAR PROCS WERE ACCOMPLISHED. AT LEVELOFF; A VERT NAV MODE SUCH AS ALT HOLD OR FLT LEVEL CHANGE WAS NOT SELECTED AND THE FLT DIRECTOR PITCH COMMAND BAR REMAINED AT 15 DEG PITCH. THE TURB CONTINUED TO BE NEAR MODERATE AND WITHOUT FLT DIRECTOR VERT GUIDANCE MAINTAINING LEVEL FLT WAS CHALLENGING. ONCE THE FLT DIRECTOR VERT NAV MODE WAS SELECTED; FLT PATH MGMNT GREATLY IMPROVED. REVIEWING THE AFDS WINDSHEAR RECOVERY PROCS REQUIRES RESELECTING BOTH ROLL AND VERT NAV MODES FOR FLT PATH GUIDANCE. WINDSHEAR TRAINING HAS NOT INCLUDED THIS FUNDAMENTAL STEP OF REPROGRAMMING THE AFDS AFTER SUCCESSFUL RECOVERY. ALSO ATC HANDLING SHOULD BE INCLUDED DURING WINDSHEAR RECOVERY ONCE ACFT CTL HAS BEEN REESTABLISHED. AFTER THIS EXPERIENCE; DECLARING AN EMER DURING WINDSHEAR RECOVERY IN ORDER TO ASSURE THE ACFT HAS RECOVERED AND THE PLT IS CAPABLE OF COMPLYING WITH ATC HANDLING. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: ACFT TYPE WAS B767-300. RPTR CAPT HAS REFLECTED ON THE SIT MANY TIMES AND MAKES SOME INTERESTING OBSERVATIONS RELATING TO THE RECOVERY. BECAUSE OF THE MODERATE TURB ON CLOSE IN APCH; RPTR HAD INITIATED A GAR; TAKING THE ACFT OFF AUTOPLT AND SELECTING GAR THRUST. RIGHT AFTER THE GAR WAS INITIATED; THEY RECEIVED A WINDSHEAR ALERT WHICH PUT THE FLT DIRECTORS IN THE WINDSHEAR RECOVERY MODE. THAT INCLUDES A 15 DEG PITCH UP COMMAND AND A STRAIGHT OUT HDG. RPTR SAYS THAT HE SHOULD HAVE LEFT THE ACFT AUTOPLT ON AND MONITORED IT TO INSURE IT WAS RECOVERING FROM THE WINDSHEAR. SHORTLY AFTER THE INITIAL GAR RPTR TOLD TWR OF THE WINDSHEAR AND THEY HANDED THE ACFT OVER TO TRACON. THE DEP CTLR IN TURN PROBABLY HAD CONFLICTING TFC AND GAVE THE FLC A 90 DEG HDG CHANGE TO THE R. WHEN SELECTING THE HDG ON THE HDG SELECTOR AND COMMENCING A R TURN; THE FLT DIRECTOR COMMANDED A TURN BACK TO THE L (TO KEEP THE ACFT ON A STRAIGHT OUT HDG). CONSEQUENTLY; THE RPTR HAD TO IGNORE THE BANK COMMAND ON THE FLT DIRECTOR AND CONTINUE THE TURN IN ACCORDANCE WITH ATC INSTRUCTIONS. THEN; WHEN REACHING THE ASSIGNED LEVELOFF ALT OF 3000 FT; THE FLT DIRECTOR CONTINUED TO COMMAND A 15 DEG PITCH CLB. RPTR STATES THAT BTWN THE TURB; HDG AND ALT CLRNCS; AND THE FLT DIRECTOR COMMANDING OTHER BANK/PITCH PARAMETERS; HE WAS BECOMING DISORIENTED. THE FO WAS OF LITTLE AID IN FLYING THE ACFT OR UNDERSTANDING WHY THE FLT DIRECTOR WAS NOT PROVIDING THE INFO THEY WERE SETTING INTO THE HDG AND ALT SELECTORS; MOSTLY BECAUSE HE WAS BUSY COMMUNICATING WITH ATC; CLEANING UP THE ACFT AND COMPLETING CHKLISTS. RPTR CAPT SAYS THAT IF HE HAD ANOTHER SIMILAR SIT; HE WOULD RPT WINDSHEAR AND ALSO DECLARE AN EMER. HE FELT THAT ATC WAS HANDLING HIS ACFT; 'BUSINESS AS NORMAL' AND THEY WERE IN A MORE SERIOUS CONDITION. THEIR ACR COMPANY TRAINING WAS EXCELLENT IN RECOVERY TECHNIQUE; BUT THEY NEVER INCLUDE THE OTHER FACTOR OF ATC DIRECTIONS WHICH NEED TO BE ADDRESSED.