If it's raining, you say "It's raining" or if it's about to, "It's going to rain/it's about to rain".
If it's foggy, you'll say "There's fog" or "It's foggy".
If it's thundering, you'll just say "it's thundering" or "there's thunder".
There are many ways to rephrase these statements, but for the most part, they are the ones you'll hear most often.
Also, when the clouds disperse and you see the sun, you'll say "the sun came out" instead of "a sunny day came".