But I am afraid of wind tearing off the roof.
I have to admit, the screaming sounds and rattling of the windows and roofing iron do my head in. Lots of kids suffer with this same fear. It's perfectly natural to want to feel safe and nature is a powerful force we cannot control. In my work with children over 28 years I have always maintained that knowledge is the key to independence and conquering fears. Knowing how and why things work helps a lot to rationalise what's happening. And so the day after the storm hubby went up into the roof and informed me the house was very solid. A builder came to inspect minor damage due to wear and tear and even he said it was fine. Just needed a bit of silicone on the roof screws. In time we will replace the tin, but this place has been here for 100 hundred years and isn't going anywhere. Our neighbour said the exact same thing about his house, of a similar vintage.
Focus on the positives
I'm sure there are great youtube clips you could watch with your child to explain the phenomena which frighten him/her. Perhaps have special activities for stormy days, such as drawing and colouring in pictures of stormy weather, adding happy, smiling faces or fun, ridiculous things you could do in a storm if you had super powers. Card games, favourite shows or music would also help. Some people swear by essential oils.
What you don't want to do
Is check the weather predictions all the time. this will increase anxiety. If you've taken all necessary precautions and are safe, checking wont change anything and can lead to a phobia of weather.