What Do The Birds Do When The Rain Comes?

Most birds sit on sheltered branches and wait patiently for the rain to stop, but it does not bother most of them since they have a fairly "rain proof coat", namely their feathers!!!
They are very well suited for the outdoors.

Birds have a special coating (so to speak) on their feather that protect their under coat from getting wet. However, they may retreat back to nests to protect young ones or bunker down and some even take advantage of the rain to bathe in (puddles etc) and look for food such as worms and bugs that have surfaced from the rain. Birds are fun to watch and very intelligent.

Most birds have glands, under their wings and tail that produce an oil that waterproofs their feathers, and helps the feathers stay in good condition, they play in puddles, (You should see a parrot getting soaked - song and dance!) If the rain lasts too long, or is extremely heavy they will retreat to a safe spot in their territory, to dry  off between hunts for food.

They go home!

Birds do not leave when the rain comes; they just take a shower.