There's sometimes a push to enclose certain sections of a building before the winter, but it's usually not necessary. The bigger weather concerns for glazing are wind and moisture. It doesn't take a lot of wind to make hoisting dangerous, and any surfaces to be caulked need to be basically perfectly dry (so rain and frost are problematic). For small sections of caulking you can use heat guns or tiger torches to dry things out (depending on how it'll affect the surface finishes), but it's usually easier just to shut things down if there's a steady rain going on.