Both sentences, "a fine weather" and "we have an autumn weather" are incorrect. The correct sayings would be "we have fine weather" or "the weather is fine". For the other sentence the correct saying would be "we have autumn weather" or more likely "we have autumnal weather"

There are typos in many student's books. The most horrible typo i saw was in a table which showed that you should use is/am/ as auxiliaries in present SIMPLE. Where were corectors looking?:) What student's book was it? You could do smb a favour and report this typo so that it won't appear in future editions