You climb back in and if it's cold, you immediately cancel the training and go back as fast as possible to let the person who fell in warm up and change clothes. During some trainings or at races, there are motorboat following where either the coach (during training) or medical delegates (during races) are inside. They take you into the motorboat and drive you back to land.
The bigger the boat, the harder it is to flip. You need to have the full boat do something very silly for an 8 or 4 person boat to flip. Falling in while in 2 person boats is slightly more common, but still very very rare. Newer rowers may fall in if they're in a single scull (1 person), though once you've got experience you can easily go years without falling in.
Tally ho Oxford! Bloody Tabs have never knew what hit 'em! Ever since good 'ol honest John Phelps stole the '77 race from us I could never look a Cambridge man square in the eye, except Kwarteng mind you, there's a true Torey and a good King's man (blimey, nearly wrote Queen there!), a real financial fantasist if you ask me!