sure they can...if it rains and they want to go indide and the door is open they will. It will not hurt them anymore than it would any other animal outside in the storm.
It has taken almost a year for mine to learn to go under their coop when it rains. Snow freaked them out and they stayed inside all day. They stood out in the cold rain most of the winter. Now that it is nice and warm they huddle under the coop during summer showers. Silly birds.