In English, you can describe a storm with strong winds, heavy rain, and thick fog as a "severe storm with gusty winds, heavy rain, and dense fog." You could also simply say that it is "a severe storm" or "a storm with gusty winds, heavy rain, and dense fog." It's also common to describe the weather conditions more generally, such as "It's a very windy and rainy day" or "There's a thick fog outside."
