You have to download the different brushes so you can use them on your photos. Here is the final result:
Step 1. I put a gradient filter and lower the exposure to make the sky more dramatic. Then I select the brush I want to use, full sky dark 05 and drag it on the sky. Make sure white is your foreground color and opacity at 100%:
Step 2. Make it the size of the photo. Use a soft round brush; add a mask on the layer, set black as my foreground color and opacity at 100% and I just brush over the subject so the mask only apply on the sky:
Step 3. I add a new layer, then I take the preset rain small drag, make sure white is the foreground color and I just brush over some rain:
Step 4. Now I add a mask, then I go to filter > render > clouds, it is going to make the rain more natural, you can also use levels to make the mask more or less intense or gausian blur:
You can do this with different type of rain or even lightning:
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