This phrase comes from the sport of rafting or using a canoe on a river. When the water of the river passes over a very rocky area, it is called "rapids" and is usually a very difficult part of the river to travel. Many accidents and injuries have happened "in the rapids".
The phrase you have quoted is talking about going through some very difficult times in life. Sometimes, those parts of life can leave us injured physically, mentally, emotionally and spiritually.