Weather in DayZ Standalone is ever-changing.
The Weather affects the Temperature of your character.
Lightning (and Thunder)
Find clothing, e.g. a jacket and pants. Keep moving. Light a fire. Stay inside shelter.
If tents are implemented you will likely be able to recover in these too.
Your Shadow settings affect how the Rain is rendered.
If it is set to Disabled, Very Low or Low you will likely see Rain inside buildings. If it is set to Normal and above you should not see Rain inside buildings.