Well, that is a tough question to answer.

There area  variety of ways to do these sorts of things, but each problem has its own, specific solution.

The easiest way (for most) is to add effects after you've rendered using something like Photoshop.

This isn't always the best way, though.  Water puddles, for example, are better done using a prop (I think Trekkiegrrl has a morphing water puddle).  You would take that prop, change it's properties in the Material room (add reflection, make transparent or add refraction, etc).

You can create rain by putting in a few single plane squares and then creating a transmap for them in photoshop (or Paintshop pro, or whatever).

Blood depends on where the blood is, is it a stain on a shirt or a splatter on the wall, each requires a different technique.

At the top of this page is a link to the tutorials section, you will find a lot of helpful things in there.  Many are well written and straightforward.  Also, Daz has tutorials.  I've seen some really good ones for snow and water.

Good luck!