There's nothing in the directions about wintry weather (4)
I believe the answer is:
snow
'wintry weather' is the definition.
(weather occurring in winter)
'there's nothing in the directions' is the wordplay.
'there's' becomes 'n' (I've seen this in other clues).
'nothing' becomes 'O' (looks like zero - 0).
'in the' means one lot of letters goes inside another.
'directions' becomes 'sw' (I've seen this in other clues).
'n'+'o'='no'
'no' inserted into 'sw' is 'SNOW'.
'about' is the link.
(Other definitions for snow that I've seen before include "Wintry stuff" , "Winter weather" , "Flakes overhead" , "Wintry weather" , "White flakes" .)