By introducing this thunderstorms soundtrack as a background to positive association activities like meal time, treats, play activities etc. you can prepare your puppy for the real thing and avoid storm anxiety entirely.
Sadly most breeders do not prepare their puppies properly for the sounds of thunder, fireworks or even common life and urban sounds such as sirens, babies crying, heavy traffic etc. Later in life, without this early critical exposure many dog owners find they have dogs that react fearfully with symptoms ranging from uneasiness to anxiety soling to full panic. In the latter case the dogs can become extremely destructive as they try and escape sometimes injuring themselves in the process.
Dogs with early exposure to loud and sudden sounds take it in stride. This is why hunters go to such lengths to expose puppies to the sound of gun fire so early in their lives. Without doing so, no amount of training and good genetics will overcome what is often referred to as "gun-shy".
See also:
Puppy Socialization Soundtrack (Urban Sounds)
Prepare Your Dog for Your Baby - Baby Soundtrack