This refers to the battle of San Domingo, which took place in February 1806. Here is a painting of the battle and some more detailed information, from the National Maritime Museum at Greenwich. You can enlarge the painting. I assume Wentworth was lieutenant on one of the British ships and was promoted as a result of the battle.

We know that Admiral Croft was at Trafalgar, in October 1805. He might have been at San Domingo - it was a squadron from the blockade of Cadiz, following Trafalgar, that pursued the French to the carribean, engaged and defeated them at San Domingo. However, he does not have to be there for Wentworth to be there, and I somehow do not think he was. Even if Wentworth had been on his ship earlier in his career, officers moved around a lot as they ascended the promotions ladder. In any case, the Crofts must have married in about 1799/1800, as Mrs Croft describes the fifteen years of my marriage when she is talking to Mrs Musgrove about her travels.