First you will need this fgd file.

How to create rain or snow in my map?
With your entity tool create the entity env_rain or env_snow entity. Put it somewhere in your map and rotate Yaw to Down. Now you have rain or snow.

How to create fog?
Well it's almost the same. Find the entity env_fog and press ALT+Enter

Density - At your choice
Fog Color (R G B) - At your choice

From Flags select Start Active