Chickens are at least as good a weathermen as those bozos on the boob tube. If it isn't going to rain all day or most of the rest of the day your chickens will take shelter, but if an all day drizzle in in the cards then your chickens will brave the rain.
This is also a good reason to avoid washing your hens in Dawn or other detergents. Chickens preen their feathers and in doing so they apply oil from the gland at the root of their tail. Detergents remove oil and grease which is why we use detergents on our dinner dishes. A recently bathed hen is defenseless when it comes to rainy weather.