There’s no built-in rain functionality like there is with fog, you need to make it yourself. AFAIK the best way would be to have the particle systems only playing near the player, maybe even attached. For the “looking outside the cave” effect, I would have multiple particle systems at different distances, and turn off the ones that end up indoors. Like this (top view):
I’m not 100% if it’s the way to go, but this is how I plan to do it.