If it is a sprinkle, they are fine. If it is a heavy rain, they hang out under the coop. They won't go IN the coop though.
But, our rains here are usually in the winter when it is cold and VERY windy, so I don't blame them. The wind blows their feathers up and they get cold rain on their skin.
They are fine in snow though.
Once they were free-ranging and it was sprinkling (winter time). All of a sudden it turned into a hail storm (small hail...like pencil eraser sized, but nonetheless hard, frozen balls). Those girls RAN so fast! We had six full-grown hens hiding under the wheelbarrow!