It is the responsibility of the individual player to decide if there is a danger from lightning, as set out under Rule 6-8 of the R&A Rules of Golf. Should this be the case, players must stop play immediately and find the nearest shelter. Players should not walk under/stand under trees, should not use a mobile phone, and should not put up an umbrella.
The Club will sound an air horn if they believe there is a risk of lightening but the ultimate decision to stop play is that of the individual golfer. The exception to this is during an official competition during which the Committee may decide to suspend play and all golfer must cease playing until instructed to resume.