Jackson just goes outside... rain, snow, or shine.
He doesn't really like the rain but he deals. It wouldn't be a bad idea to train him to the garage or something though... During BIG storms like the hurricane and the blizzard we had would have been nice to let him in a sheltered place. But he's very picky about where he goes. And those big storms only happen every so often so we've always just dealt with it.
He did go in our outdoor screened in porch during the blizzard because we had about 2 feet of snow on it so I guess it was just like going outside! LOL. And it was like 4ft tall snow so a little hard to even walk... I am thinking about trying to make something this winter for the porch on those really cold nights when I don't feel like walking out there but I dunno.