The courtyard is an open area within the Hogwarts castle compound on the ground floor. The students are required to go outside for their break between classes. They hang out in the courtyard (PS11, CS6, OP12, OP17, OP18, HBP18, HBP22), no matter how cold, windy, drizzly, or snowy the weather happens to be. On particularly cold days, Hermione has been known to cast bright blue flames in a jar for them to warm themselves:
The day before Harry’s first Quidditch match the three of them were out in the freezing courtyard during break, and she had conjured them up a bright blue fire that could be carried around in a jam jar. They were standing with their backs to it, getting warm, when Snape crossed the yard (PS11).
The only time they get to take their break indoors is when it’s raining heavily (OP18).