Hi Millie,
This tutorial shows you how at the bottom of the page:
http://wiki.crymod.com/index.php/Adding_Rain
It says "If you don't want rain inside your buildings, then go back to
the Database View, switch to the Particles tab and select the rain
particle effect, which in this case is HQ_rain/fleet. On the right
side some options will appear. Search for the Physics section. Once
you find it, change the Physics Type to SimpleCollision and tick the
checkboxes Collide Static Objects“ and Collide Dynamic Objects. This
will make your rain particles collide with the house meshs."
And there is a picture of the database editor to show you the boxes to
check.
Cheers, great question by the way ...