Rain is formed when warm, moist air rises and meets colder air high in the atmosphere. The water vapor condenses and forms precipitation that falls to the ground causing rain.

Experiment: Try this out!
Pour about two inches of very hot water into a glass mayonnaise or canning jar. Cover the jar with a plate and wait a few minutes. Place some ice cubes on top of the plate. The cold plate causes the moisture in the warm air which is inside the jar to condense and form water droplets. This is the same thing that happens in the atmosphere causing rain.