"Rain" is the phenomenon when a gas in the atmosphere condenses into a liquid and falls in droplet form toward the planet. It doesn't have to be made of water.

Weather on other planets varies dramatically. Some planets might rain methane instead of water. Some planets are completely frozen, and others are completely gaseous. But here's the catch - organic (carbon-based) plants and animals like the ones on Earth can only survive in conditions similar to those on Earth. So if you're on another planet, you have three choices for a realistic setting: (1) your weather would be hostile to Earth creatures, but your characters are aliens who are vastly different from Earth creatures and able to survive in your setting; (2) your weather would be hostile to Earth creatures, and therefore your Earth/Earth-like creatures have created a safe, indoor habitat for themselves that emulates Earth conditions, or (3) your planet has Earth-like weather conditions that support the life of Earth-like creatures.

Cheers,
Michelle