If you want to follow a particular track over the ground, and normally we do (and full-size pilots care very much about ground track!), and there is a wind blowing from a side of that track, you turn the plane slightly into that wind and then put all the controls back at the centre. You do not hold on any rudder or aileron. The plane is flying head on into its headwind, it doesn't feel any wind on its side. The plane appears to be crabbing slightly across the ground, but aerodynamically the only wind it feels is its own head wind straight on. Landing in a cross wind is the same as landing in any wind or no wind, you turn the plane until its track is straight down the runway and then put all the controls in the centre. If there is a cross wind you may notice the plane appears to be crabbing slightly along the ground. You don't come down the approach with rudder or aileron held on, the controls are in exactly the same place as if there was a headwind or no wind. At the flare just an instant before touchdown you use rudder away from the wind side to yaw the plane along the runway line so that the wheels don't get a side load, but with prop planes you often have to be using rudder anyway as the throttle is brought to idle and the rudder position for balanced flight promptly swings a little due to the change in the spiral flow.

Many model fliers have been wrongly told that you side-slip down the landing approach in a crosswind, and the error is further worsened by almost always being taught to side-slip the wrong direction! There are two ways to make an approach in a side wind. Fly normally as you would for any required track with the controls at the centre, as I described in the paragraph above, or do a side-slip. Flying normally is by far the easier and safer, side-slip is more difficult and raises the stall speed and means that if you do stall it will probably flick into a spin instantly. But if you must do a side-slip, please do it properly. Model fliers apply their misunderstanding of rudder, and put rudder into the cross-wind and then bank away from the wind, e.g. cross wind from the right, they rudder right and bank left. But this is to muddle the processes that should happen. You don't yaw into the wind to compensate for it. You bank into the wind and let the huge power of the wing compensate for the wind drift. But that would make you turn, so you then apply rudder away from the turn, i.e. away from the wind, to stop the plane from turning. So with a cross wind from the right, you bank right and rudder left.

Therefore in both methods, the normal albeit crabbed approach, and the side-slip approach, the rudder when applied will be away from the wind, not into it.