Give the horses the option to go inside, so that they can still be outside if need be. Chances are, most horses will stay outside anyway.
Personally, I feel it is completely dangerous and life-threatening to trap an animal inside a building during bad weather.
In 2004, a tornado took our barn down. Had the horses been stalled inside, they would have been dead. Instead, we turn them out into a large pasture with plenty of "running" room when bad weather is on the way. They were nestled in a low place well out of harms way of the debris. Instinct kicks in.
In 2010, I found some friends to ride with while I was in Oregon. Over the Christmas break, they got an usual amount of snow for that area. Each of their horses had their own stall in the barn, but they never locked them in. They always kept the stall door open so the horses could go outside if they wanted. On Christmas Eve morning, she was watching out her own kitchen window when she heard a loud BANG outside, saw all the horses go racing out of the barn, just in time before the entire barn roof came crashing down from the weight of the weight snow on top of it. Again, if the horses had been locked inside, they probably would have been killed.
That's why I think horses should NEVER be locked inside during any kind of bad weather. You can give them the option to be inside, but always give them an escape route to get outside quickly if need be. If you lock them in a building, and that building goes down in the bad weather, the horses are screwed.
∞•*˚ Βгįťţαňγ ˚*•∞
It is not enough to know how to ride; one must know how to fall.