This entirely depends on the model of the heater. Some high-end models are weather-proof to some extent. Most propane-based heaters are not designed for wet conditions. So you cannot place them outdoors when it’s raining. You will probably not be hanging out in your backyard when it’s chilling and pouring down.
But if you really must, you can find some outdoor heaters that are waterproof. They will cost more in comparison with regular outdoor heaters that are not water-resistant. If you do not want to remove the heater from the patio or terrace, make sure it is covered. Even when it’s not raining, it can get dusty. You do not want your heater to stop working.