As you can see from the pics above I took 3 pics.. I took a pic at the front of my house first. Then took 2 more inside using a flash to simulate where the sunlight would be coming from. Thats the key to doing something like this, if the light isn't consistant then the eye will be able to tell that there's something wrong.
Using the camera set on timer and on a tripod, in the first pic, I got Senan to lay on a chair and took the pic with the flash (which is visible in the pic ) at half power. Then I switched roles with him. Note : it made it a lot easier to blend the images because we used the coat in both pics, and also because the light sourse( the flash ) is the same in both pics i.e. its in the same position and at the same power.
The next part is Photoshop..there are lots of tutorials around to show you how to blend pics. I didn't go to too much trouble refining the edges, but if it was an important pic I would have spent more time on it, making it much more realistic.
Once I had the 3 pics blended together I used a lot of dodging and burning on the sky to make it more dramatic. Then I used the Liquify tool to bend some of the trees to simulate the wind. After that I used Levels and Curves to add even more drama. Finally I introduced the rain, which can be done by adding Noise to the pic on another layer, then using motion blur to make it appear to be falling/moving.
I found that making a pic like this is great way to learn more about how to use Photoshop. Even if making composite images isn't your bag ( I use it a lot in the Unlaoised Project 52 - for fun ), its a valuable way to learn the ins and outs of Photoshop.
Hope you find this blog post of some interest or some help.