Intex Equipment out in the weather

I just got a new 2650 GPH sand filter connected to the Intex pool and an Intex 8110 SWG is on the way. In the pictures that everyone posts of their systems everything looks to be out in the weather. So I am curious.....does it hurt the filters, pumps etc. to be out in the weather? Am a complete noob with the pool stuff so am not sure, and would hate for rain to ruin everything I just bought. Thanks in advance for any help or advice.
 
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