The theme is sexual awakening. The title "The Storm" is a metaphor for sexual stirrings. This metaphor is a mirror for Calixta's passion that is stirring inside of her. The oppressive heat that requires her to loosen her collar is symbolic of emerging sexuality. (She is loosening her inhibitions.)
The setting is in 19th century Louisianna. There are strict morals about marriage vows. Also women were supposed to not have sexual passion but only "let" men have sex with them, within the boundaries of the marital relationship. Chopin went against the grain this way presenting women characters that opening responded to their sexuality and passion.
In the setting it shows the onset of a fierce storm. In the beginning she is not even aware a storm is coming but she feels the heat; then when the storm becomes bad a man(Alcee) appears asking for shelter from the storm.
He helps her with the clothes. While they are together in the house sexual tension builds and she stumbles into his arms by accident but lets her passions go naturally. In the end they both go back to their regular lives.