In weather the freezing rain is formed sorta like how an ice machine or ice maker makes ice.
Rain falls from the clouds and as the rain falls through the sky from the clouds the rain drops go through a cold area in the sky.
That cold area is cold enough to cause the rain to freeze up and then you get frozen rain.
Also it might be warm enough up in the sky and air for the rain to just fall down but the rain is cool enough to freeze once it reaches the ground or tree branches etc when the weather temperature is below freezing or at freezing temperatures.
Basically the way freezing rain forms is when rain falls it passes through a thin layer of cold air just above the surface and cools to a temperature below freezing then it freezes and you have freezing rain.