Yes, if the storm was taking place in the exact same location as the cave, they would hear it. It would also pose a danger. Lightning strikes, depending on what they strike and how dry it is (lightning can occur in both dry and wet weather), it could start a fire and the smoke could seem through the cracks in the opening and if the characters don't get out quickly, they could choke on the smoke.
Not entirely sure, but if lightning struck the cave, it could generate enough force to cause rocks to crack and fall and if the characters don't get out of the way, they could get struck by the falling pieces.