Thunder storms are scary things for animals. What you can do is make it so she can't hear the thunder storm, play soothing music, turn on the TV anything to drown out the thunder storms.

Also be sure that you are not worried about the storm, dogs (animals) can sense when we are upset and key off our emotions. Talk to her in a happy voice. You can also randomly give her treats when the thunder is loud so she associates thunder with treats ( or good things).

Does she whine any other time she is in the crate or only when there is thunder?