Rain is a kind of precipitation. Precipitation is any kind of water that falls from clouds in the sky, like rain, hail, sleet and snow. It is measured by a rain gauge. Rain is part of the water cycle.
Clouds will often absorb smoke to create rain, commonly referred to as "nature's laundry" due to this process.
Some places have frequent rain. This makes rainforests. Some have little rain. This makes deserts.