Quick Brain Snack: one of the main things to know about the Romantic movement is that it was all about the sublime. The Sublime is a literary and philosophical concept that referred to the feeling we get when we encountering something in nature that's a mixture of terror and beauty, like a thunderstorm or a giant waterfall or a massive glacier. Check out Victor's experience of the sublime:
During this short voyage I saw the lightning playing on the summit of Mont Blanc in the most beautiful figures. The storm appeared to approach rapidly, and, on landing, I ascended a low hill, that I might observe its progress. It advanced; the heavens were clouded, and I soon felt the rain coming slowly in large drops, but its violence quickly increased … While I watched the tempest, so beautiful yet terrific, I wandered on with a hasty step. This noble war in the sky elevated my spirits; I clasped my hands, and exclaimed aloud, "William, dear angel! this is thy funeral, this thy dirge!" As I said these words, I perceived in the gloom a figure which stole from behind a clump of trees near me; I stood fixed, gazing intently: I could not be mistaken. A flash of lightning illuminated the object, and discovered its shape plainly to me; its gigantic stature, and the deformity of its aspect more hideous than belongs to humanity, instantly informed me that it was the wretch, the filthy daemon, to whom I had given life. (7.22-4)
We can't tell you exactly what the Sublime symbolizes in the text, because it's more of a pattern of imagery than a clear symbol. On the one hand, it's an impetus for Victor's discovery—seeing lightning destroy a tree makes him want to study electricity. It also offers him some comfort, thinking that nature is mourning his little brother. At the same time, it's associated with the monster itself—check out how, in the passage above, he appears right when Victor is feeling the most in tune with the thunderstorm.
One thing's for sure: when Victor sees the power of nature, his first thought is "conquer it." And that's exactly the wrong idea.