I always make sure young chickens learn to go in the coup at night and do a head count every night. I also make sure that they go in the coop when storms come. After a couple of storms, I'm usually confident that they understand this. Sometimes they might take cover under something out in the yard when rain first starts. Then when it starts to really storm, they don't want to go out in the open, to get back to the coop. I've had young chickens get stranded by their first big snow, too. They have to learn things, just like puppies and children. After they learn, they're fine.
When we know a severe storm is coming and will hit fast, where there are storm and tornado warnings, with very high winds, we will often put them back in their run, so they don't get caught way out on the edge of the property when it hits. We wouldn't have to do this, but we like to do it just as a precaution. We only do this for really extreme weather. A little food bribe is all it took to train them to go back into the run.