Wesley was trying to make due in the snow storm. He was also trying to help people out who might be stuck in different parts. Most of his 'helping' was actually finding the people and then alerting others. It was quite handy being able to teleport around, especially during times like these.
That was how he ended up in the sentry tower, literally popping up in the same room as Lana. "Looks like you're stuck, too," he said, although he wasn't totally sure if she'd see him or not.