Technically, yes. But it’s rarely a good idea (unless your local climate is temperature all year!).
While patio furniture is designed to be outside in all types of weather, things like moisture and extreme temperatures can take their toll. Leaving your patio dining set outdoors during the winter or harsh storms may cause damage and even shorten its lifespan.
Keep in mind that some materials are better suited to extreme conditions than others. Even if putting your entire furniture set into storage isn’t possible, be sure to bring more delicate items — outdoor cushions, light fixtures, umbrellas, etc. — inside when not in use.