The children looked out of the window of their house and saw snow falling outside. The children wanted to play in a place that near to their house like their backyard.
In this case, do we say "they ran out to play in the snow" or "they ran outside to play in the snow"?
We often use "out" for activities that are not close to our house. For example, "we went out for dinner" implies we went to some restaurant or place which may not too close to our house.
We often use "outside" for activities that are close to our house. For example, "we went outside for dinner" implies we went to our backyard or garden or place which is close to out house.
But "out" sometimes means "outside". For example, "There were children playing out in the street."