PLT was briefed before departure that thunderstorms were north of the departure ARPT. While talking with APCH control, he advised that he observed lightning ahead & asked if the facility was showing any WX ahead. The controller advised that the facility did not have WX radar but suggested a heading to fly, then another. While on the second heading, the PLT advised that the FLT was climbing & descending. Radar & radio contact was then lost. Exam of the ACFT revealed that the RT wing separated just outboard of the tiedown ring due to overstress. The ACFT was not equipped with WX radar. Exam of the ENG & vacuum pump revealed no evidence of preimpact failure or malfunction. The attitude indicator, directional gyro (DG), & turn coordinator were removed for testing. The latter tested satisfactorily. There was no evidence of failure or malfunction of the attitude indicator. The DG was disassembled which revealed that a screw which secured a weight attached to the rotor housing assy was loose.