Simulating the weather and seasons of Earth on the Moon, Mars, etc, colonies, really isn't that hard, and can have emotional benefits for astronauts.

hWe talked to astronaut Scott Kelly about the psychological challenges of going to Mars

Living in space is even more challenging than it seems. Microgravity affects your body in weird ways, the high-risk environment can create high-stress situations, and you don't have the comforts of your daily life on Earth: no showers, no fresh food, no fresh air, and no loved ones to go back to at the end of your work day.

From article, (Living in space is even more challenging than it seems. Microgravity affects your body in weird ways, the high-risk environment can create high-stress situations, and you don’t have the comforts of your daily life on Earth: no showers, no fresh food, no fresh air, and no loved ones to go back to at the end of your work day.

Despite the[se] physical and psychological challenges, [Astronaut Scott] Kelly said he’d volunteer for a mission to the Red Planet — with one caveat: he has to have a return ticket to Earth. "Having spent a year on the space station," he says, "I can’t imagine spending the rest of my life in an environment like that, where you can’t go out and get fresh air.")

For More Info Me, "Which is why when we set up Moon, Mars, etc., bases we need to simulate weather conditions on Earth in these colonies. It sounds complex but it really isn't. At some point these bases will get big enough to hold a small park, and in this park you can simulate weather and seasons. 
You can have artificial wind (Hidden electrical Fans) giving uneven blowing air over the trees and grasses. 
You can simulate rain by either intermittent sprinkler systems in the roof raining down on the park at uneven timings. Obviously, you can stand in it or sit under a small gazebo as it rains. 
You can simulate night and day cycles by directing sunlight, light from the sun outdoors, indoors through fiber optic cables and shutting it off to simulate night. (You'd have street lights to see where your going.) 
You can even simulate snow, as we already use this technology at ski resorts.  
If you want the seasons? You pick a place on Earth that you want your base to sync Earth seasons too. Everyday these local Earth conditions are fed to the base park's weather and seasons computer, which makes corrections in conditions.
 You change the park temperature throughout the year and you change the light levels to make the parks trees shed their leaves and go into hibernation and then come back during spring.
As the bases get bigger you can build out parks and at some point they get so big you don't feel like your in a confined space anymore. You feel like your back on Earth.
There are a lot of ways to make astronauts feel at home, emotionally, and physically, on the Moon, Mars and beyond with just plain old technology. And, giving them a place to go to be one with nature.

Everything I have just stated is in one way or another simulated at theme parks like Disney, or used at ski resorts."