A depression, or low pressure system, is a place in the atmosphere where air rises in a spiral. As it does so, it drags in air from the surroundings.

In the tropics this will grow and grow until it becomes a hurricane.

In the mid-latitudes cold air is sucked in from the polar regions and warm air from the tropics. The warm air usually carries a lot of moisture (the warmer air is, the more moisture it can hold). But as the warm air is pulled up in this spiral, it cools, and then it can hold less moisture, so some comes out as water droplets and ice crystals and we see that as cloud. Sometimes the water and ice clump together and get bigger and heavier and then fall out of the air as rain, sleet or snow.

There are two places where rain-forming is most common. They are known as fronts. The fronts are shown as curling bands of cloud on the video below.