There are two aspects to this question: safety and the environment. Budgies do enjoy time in the fresh air, but never leave your bird unsupervised, even in a cage. Local cats or even predatory birds may give the budgie a nasty fright. Indoor birds won't be hardy, so it's best to take the cage out only in good weather (no rain, wind, or extreme temperatures) and make sure the bird has access to shade at all times. The temperature range budgies are comfortable with is around 70 - 90 degrees Fahrenheit.