The following passage is located in the first chapter of the book when the readers are first offered a description of the house: ...the atmospheric tumult to which its station is exposed in stormy weather. Pure, bracing ventilation they must have up there at all times, indeed: one may guess the power of the north wind blowing over the edge, by the excessive slant of a few stunted firs at the end of the house; and by a range of gaunt thorns all stretching their limbs one way, as if craving alms of the sun... How do you close read this passage and make a connection to the theme of nature?

Close reading simply means you read the chosen passage one sentence and/or word at a time—stopping to contemplate small fragments of the whole text.
The whole paragraph that your section is attached to is shown below.

Wuthering Heights is the name of Mr. Heathcliff’s dwelling. "Wuthering" being a significant provincial adjective, descriptive of the atmospheric tumult to which its station is exposed in stormy weather. Pure, bracing ventilation they must have up there at all times, indeed: one may guess the power of the north wind blowing over the edge, by the excessive slant of a few stunted firs at the end of the house; and by a range of gaunt thorns all stretching their limbs one way, as if craving alms of the sun. Happily, the architect had foresight to build it strong: the narrow windows are deeply set in the wall, and the corners defended with large jutting stones.

The following will be a small example of sentence-by-sentence close reading. All instances where nature appears will be highlighted.

"Wuthering" being a significant provincial adjective, descriptive of the atmospheric tumult to which its station is exposed in stormy weather.

From this line, we can guess how the weather might affect the members of the house. The clash between humans and nature forms the heart of the book.

Pure, bracing ventilation they must have up there at all times, indeed: one may guess the power of the north wind blowing over the edge, by the excessive slant of a few stunted firs at the end of the house; and by a range of gaunt thorns all stretching their limbs one way, as if craving alms of the sun.

Here the physical effects of weather are shown. We see that nature (the wind) is no less cruel to other aspects of nature (the firs) than it is to people.

Happily, the architect had foresight to build it strong: the narrow windows are deeply set in the wall, and the corners defended with large jutting stones.

When the architect is mentioned and commended for their foresight, we see how humans have fought against the wind and rain with stones—harnessing nature to protect against its other aspects.
A reader could continue to dive deeper into each sentence or word. This is just a small start to what could be unpacked and discussed about this passage. There are two links attached that I think you will find helpful when considering nature in Wuthering Heights.
http://academic.brooklyn.cuny.edu/english/melani/novel_19c/wuthering/critics.html

https://www.tandfonline.com/action/cookieAbsent

https://www.wuthering-heights.co.uk/wh/novel/html/chapter_01