Started my MEP and IR in January. Yes, you will have the screens up for the IR whatever the weather although when you are in IMC, your instructor might take the screens down so you can see what it's like going in and out of cloud.
The screens are put up before take off with the exception of the one that lets you see down the runway. At about 300' that screen will go up and will stay there until DA/MDA for your landing.
Despite training in Winter, I didn't have any weather cancellations but there was always the simulator available as a back up if needed.