Making Snow, Rain, and Hale, or even a blizzard is easy with an imagination and a few tips from this Tutorial, but
first let me show you some images of the things you can do. The first one is clear so you will know what it looked like before I started.
Clear
Rain
I used Motion Blur on all the layers of snow flakes.
Hale
I made the background grayer and shaded it towards the front with the brush mode on color. Then I used Motion Blur like the rain but with bigger flakes, and used one layer of flakes with prospective to get them to lay on the ground.
Then I drew in some bouncing motion blurs, to make it look like some of the stones was bouncing. I added a layer to draw fog, and used the Smudge took
to make it have some steam swirl and rising effect.