It can be very rewarding sometimes to go outside when the weather-forecast is bad (if you take your camera with you of course).
Especially when the sun is shining and later that day (heavy) showers are predicted. You might have an opportunity to take a perfect photo because the object (in this particular case the windmill) is still lighted (up) by the sun while the background is dark (because of the upcoming showers). It gives you the opportunity to create a unique and special image!
So do not go outdoor only when the weather is good, but more often when the weather is bad! You will have surprising beautiful results!