Yes, definitely put it on him for short periods every day before putting it on him during a storm. Otherwise if he ONLY wears it during storms, he'll soon build a negative association with it and the shirt will be a cue that a storm is coming... which won't help the anxiety!
I have an Anxiety Wrap for Juno, which is basically the same thing... she doesn't have thunderstorm phobia but we use it in other capacities, and it does settle her down. Hope it works for you.
