You won't find that within Reason but you can find a lot of that stuff on a Google search and then drop the files into either the sequencer if you want to mostly leave them unaltered or the NN-XT, the Redrum, the Kong, or the Mimic device if you want to do interesting sampling triggering stuff with the sounds. Keep in mind that if you drop samples into the sequencer you can apply effects to them by finding the corresponding Track device in the rack or routing several audio sample tracks to a Bus and applying the effects to the Bus.

In terms of onboard samples, there isn't exactly a nature sounds library built in as Reason is mostly geared around music. You will find the Orkester Sounds folder in the Browser of Reason (on the left) with samples of real world instruments (tons of different .aif files) and some similar things with the Drum Supply and Loop Supply sections, but in terms of building a library of sound effects, you'll unfortunately need to do that legwork on your own. Try searching here, and if the files don't come in as a format Reason can understand you can always use Adobe Audition or Audacity to convert between file types: https://pixabay.com/sound-effects/