If you are planning on keeping it out overnight it might not be necessary. I've put the lid over wort and let it set overnight before and it was pitch temp by morning.
On the other hand, when I made a stout on Tuesday I had to go to class right after brewing so I put the lid on the pot and set it out on the back porch. It was between 25-30 degrees before the 20ish mph wind (so wind chill was probably teens or single digits) and when I returned 1.5 hours later the wort was about 150 degrees. So if you want it cooled fast, putting it outside might not do much unless you can put it in a snow bank and keep the sides covered in snow.