You do not create a region in object editor, you create it in the Region Palette,which can be opened by clicking "Window", "New Palette", "Region."
Then, as was said above this post, double-click on your region after creating it.
Then, click the tick-box with the text next to it that reads "Weather Effect".
The gray bar below the tick-box will change to white. Click the white bar and a list will appear. Select your desired weather effect.