Step 1
Open up your image you want to add snow to, create a new layer and fill with the color black. Then goto "filter > noise > add noise" use settings below,
Next goto "filter > blur > gaussian blur" set radius to about 1.5 pixels.
Step 2
Now goto "image > adjustments > levels" OR "ctrl + L" use settings below.
Step 3
Now set your snow layer to "screen mode" here's how your picture should look.
You can also turn your snow into rain just follow Steps above after Step3 just goto "filter > blur > motion blur" when the window opens adjust angle of the rain and set distance to about 15 pixels depending on how fast you want the rain.

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