I think hikermor is almost right. I do think however there are a few places in the world where an open fire is still not environmentally unsound. Parts of Wilderness Alaska are one of them. I also think the use of small wood stoves in many other areas is still acceptable.
I don't think that is however the question. If I am - for some reason - without a stove, then building a fire is a critical survival skill. In the rain a shelter is key, whether a jacket as CANOEDOGS suggested, your body, a garbage bag, a poncho, or a tarp, shelter is important. The larger items help keep you dry but the fire is most important. Be careful not to drip onto the fire from your arms or head (hats are real bad about this) if you use something that does not cover you too. Dry material is the other key. Hopefully you have some available as squaw wood or under a down tree, etc. If not you will have to open some wet pieces to expose dry. A saw is a great help here. Batonning a knife works, an axe or even a splitting maul is best but usually not available (I still carry an axe in the wildest country). Cut off some standing dry wood or dead branches from a tree into short (6" or so)lengths. 2 to 4 inch diameters are usually best unless you have an axe. Cut or split them lengthwise removing the wet outside. If you don't have tinder with you, you will have to cut them very fine. Then use CANOEDOGS instructions. After you have a good fire going you can use it to dry out other wood to keep the fire going. A good match safe or a Bic gets it all started.
Respectfully,
Jerry