What can I do for an extremely frightened Cocker Spaniel when there is a thunder storm?

Pet him,hug him and tell him its ok then give him a treat remember to shut the windows when it gets loud. I had to do that to my peekaboo puppy when he was young..he no longer gets frightened..he is still afraid of the dark sometimes though. Try to play with him too to keep his mind off it.. You pretty much do the same thing with.toddlers ha ha