Mine decide for themselves whether to stay outside or go inside. They usually don't care how the weather is, especially my middle aged and younger ones. My older group don't mind getting damp and some light snow but heavier stuff, they're heading back in. They'll watch from a window or the door.
My chickens are split on this. The younger ones don't mind snow or rain unless it's really pouring. My older ones (over 3 years old), depends on which one. Some couldn't care about the weather while others don't like getting their feet wet. My ducks usually are outside regardless of weather...