Pick the image you want to add rain to. It can be either a Photograph or a drawing. Whatever you like :)

Create a new layer and fill it with white.

Go to the menu Filter> Noise> Add Noise. A pop up window will appear.

Adjust the amount according to your liking. More if you want heavy rain etc and make sure 'monochromatic' is ticked. Click OK

Go to the menu Filter> Blur> Motion Blur. A pop up window will appear.

Adjust the angle according to the wind direction you want to have and choose a Distance of about 10 pixels. Click OK

Yay! We're almost there! According to the light your image has you must choose a blending. Go to the Layer Palette (If it's not there go Window>Layers) And play with the blendings until you're satisfied. I usually use Soft Light or Pin LIght. Sometimes Overlay seemed good too.