Not all awnings can stand up to stormy weather. In fact, an awning needs to be constructed in a certain way, and use high-tension fabric to be able to resist them without being retracted.
Standard fixed-frame awnings can rarely stand up to powerful weather. They can be especially dangerous in the event of windstorms, as they can often detach from the building and flail around destroying windows and doors.
However awnings that can resist storms are much stronger in design. Certain models make use of fabric structures that can withstand Category 5 winds without removal.
When looking for a storm proof awning keep an eye out to see if it is labeled as such. Awnings that are storm proof tend to be advertised around the fact that they can stand up to hazardous weather. If in doubt, ask the retailer if it is storm proof and what category of wind resistance it has.