In this story, Kate Chopin uses a summer storm to dramatize and mirror the turbulent emotional and physical affair between her two main characters, Alcée and Calixta. The story's title itself points to the significance of the setting in driving the plot. As titles are typically meant to be somewhat descriptive, Chopin's choice to title this piece "The Storm" implies that the events of the storm metaphorically stand in for the events that occur between the characters.
You can chart the plot development of this story onto the progression of the storm itself. The storm provides the inciting incident: it strands Alcée outside in the rain and forces him to seek shelter with Calixta. In the exposition, Chopin offers an ominous personification of the storm, saying that "sombre clouds were rolling with sinister intention from the west." As the drama between Alcée and Calixta rises, so do the elements outside their window, turning into lightning and "torrents." The storm mirrors the passion of their reunion, and accordingly subsides as they lie in each other's arms.
The final line of the story, "So the storm passed and everyone was happy," continues Chopin's metaphor (potentially verging on euphemism here) as she uses "the storm" to signify the affair. By analyzing the way the titular storm operates in this story, in terms of creating the plot and conveying the characters' roiling emotions through pathetic fallacy, you can explore how Chopin uses setting as an integral part of her narrative.