Each piece of today's image is pretty straight. There's no big "tricks" done to the individual shots. The basic shot (or probably the base shot), if you think of it having a paved road rather than a dirt path just sits there. It was "developed" in LR4 into a final form, but nothing "secret" was done.
The path was in a completely different place. It was pretty much straight, and by that I mean there was no curve in the path. It just went about as far as the eye could see (in New England that "ain't" that far). With a Layer Mask, the left side of the lane was removed. The trees on the right are from the base shot, so the little that was visible in the path shot was also masked. Once the Mask was set the Layer was put into Free Transform (CTRL T). Right clicking in the transform area brings up a list of Transform options. One is Warp. Pushing and pulling on the various "Handles" resulted in the path being curved around to the left. Because a Mask was used I could go back and forth along the rock wall to make the "curve of the path" look natural.
Before doing anything to the image of the guy the entire shot was brought over to the base image. Next, the image of the guy walking (and he did have the umbrella open) was Selected using the Quick Selection Tool (W). The image was enlarged and any stray bits of the guy was picked up using the Quick Selection Tool. In CS6 (and CS5), in the context aware options bar at the top of the CS6 page will be a button called Refine Edge. Click on it to open the Refine Edge Dialog Box. You have a choice of what you can see while playing with the edges. Because the image to be cutout is on top of the base image, try On Layers. Rather than using any of the other choices, On Layers will let you see when your edges are "good enough". If you worry about a halo (black or white) that will have absolutely no effect on the final image, you're over thinking things. If you see a halo while using the On Layers, just contract the size of the Mask (Shift Edge slightly to the negative) and give it a one pixel Feather. It'll be fine.
I really can't take credit for the rain. I did a Google search on Photoshop Tutorial Rain and came up with this tutorial. I looked over the sequence and came up with the rain you see in the image. When you read through a tutorial, remember one thing. You may be working on an image with the totally different resolution. Don't worry about getting the exact number shown in the tut'. If your resolution is close and the tutorial say use a value of fifty for a particular filter or something, don't worry. Every tutorial I've ever seen "should" say "a value 'something around' whatever". If it calls for fifty and you move the slider to 47 or 53 (or 57) you're "in the ball part".
Remember, relax, have fun, play.