Weather allows you to download and view reports about the current weather conditions for locations all over the world. These reports are in a format called METAR and are provided by the United States National Weather Service.
The reports are downloaded from the internet so you will need to have your phone set up for internet access. If you are already able to access the web with your phone, then your phone is probably sorted. The reports themselves are really small (a few hundred bytes usually) so they shouldn't run up your bill massively. That said, you are of course responsible for any call charges encurred while using Weather.
