Oh yeah, you have got to go out with them. I make a big point of doing this in all weather, particularly rain. My pups loathe getting wet. They love snowfall but rain is just despised. That's when they go on the leash and I will stand there with an umbrella and just wait, repeating, "Go poop, go pee," until they do it.
Yes, I get dirty looks and pitiful looks, and some frustrated jumping, but there are no treats or positive attention until I get a result out of either end. I think it's important to reinforce the importance of going outside. Rain was tough in the beginning. Tweeter kept turning around to see what was plopping on his back until finally he went into a spin dance. It was funny but eventually he gave up, looked at me in disgust, and only gave attention to the larger drops that plopped on him.
Going out with them is very important to housetraining. They come to learn the words associated with elimination, they receive direct praise and treats, and it reinforces the bond because it's something very tangible that your dog will learn that he can do to please you. Yes it's a phenomenal pain in the ass, particularly in winter, but I find it the strongest tool in reinforcing housetraining. Even if I'm taking them outside to their pen, we make a stop at the poopee place and they get lots of praise if they eliminate.
Boomer's no dope. He's discovered that if I keep asking for something that just ain't gonna happen, he'll squat and pretend to poop just to satisfy me; crafty little demons. I praise for that too even if nothing comes out since they're trying to obey what I consider to be a very important command. Even sudden night urges. If I can't go outside immediately because I'm not dressed enough for public viewing, I will dress right at the door and stand inside telling them to go pee or poop, just so they know this is why they're going outside, and I join them as soon as I can.
It may sound odd, but dogs don't naturally know to go outside. I've discovered it takes a lot of work to get the dog to understand that the whole house is part of the den and that outside is the only acceptable place to eliminate. This wasn't an issue with my last dog as my apartment then was TINY. Now they have a whole house and right now, if it's not in the bedroom or the kitchen or the living room, then it's fair game. Reinforcing the concept of, "outside," as the ONLY elimination area reduces these problems and the only way to do that is to accompany your dog outside to give the appropriate command, praising, and treats as the behavior happens.
