In this sentence, "nevertheless" shows that despite the bad weather, they still enjoyed themselves.
Here are some other examples:
* "The team lost the game, nevertheless, they played with great spirit."
* "I was very tired, nevertheless, I finished the project on time."
* "The movie was long, nevertheless, it was very entertaining."
"Nevertheless" is a conjunctive adverb, which means it connects two clauses or sentences that express contrasting ideas.