I agree with Sallyanne, you really need to be out there with your pup for as long as it takes, Irish Setters don't really do "weather", mind you if I was that slim I don't know if I would either.
Don't get too hung up or worried about it though, she will house train, some dogs just take a little longer than others to "cotton on" to what is expected. She may never have toiletted outside prior to coming to you, she probably just doesn't know where to go