Making it much much clearer:
1. Make a region in a certain point of the map. To create a region, go to your terrain palette which is the tool that contains different selection of terrain tiles, cliffs, doodads and destructibles, units and buildings, regions and cameras.
2. Go to Region Palette. Then click the button there showing a gray box then it should turn into a green box and it would say on the top: Regions: Add.
3. Now go to your main screen where you place your units and etc. Drag your mouse to a specific area and it should create a blue box. It signifies that you have added your very first region which would be named: Region000 and so on.
4. Now press Esc or simply click the green box to disable adding region. Double click the region you have just created. Then a window will appear showing the status of your region. Tick or check that Weeather Effect and you can add your weather to that specific region.
To link some related thread:
http://www.hiveworkshop.com/forums/...nt-weather-effects-enveronment-regions-95492/
Anyway, you could also manipulate or do this regional weather through triggers but would require much work and this is a much shorter way in my view.