No.
Only tiles marked as "Murky Pools" will collect water when rain hits them. These always exist where pools of water were when you embarked, and there is no way to create more (though you can destroy them). They also only fill to a depth of 7/7; once their specific tile is filled, they fill no more.
To make a rain-filled water tower or subterranean reservoir, build powered screw pumps next to the pre-existing murky pools or have a tunnel dug into them (ideally as close to vertical as possible in the tunnel case) that pushes the water into a small area that you can then slowly increase in size, for instance via drawbridges, as it fills.
For example:
Pool
W%W
W%W
W+W
W+W
WDW
W+W
W+W
WDW
%s are the screw pump, +s are floors, Ds are doors, floodgates, or drawbridges, and Ws are walls. There should be a roof over the area the pump goes into. What this does is it moves the water into a roofed area, so it will not evaporate unless it is only 1/7 depth. The area, initially, is small enough so that you're likely to be able fill the whole thing to at least 2/7 depth from a single rain, so you will lose no water to evaporation until the next rain, when it fills more. Then, when you have at least 10 units of water (2 5/7 tiles), you open the first door, allowing you to store more water and moving your water closer to your final cistern. Then, simply repeat as you get enough water, and eventually you'll have enough to tap from wells.
Ideally, you should harvest rainwater from as many murky pools as possible if you don't have an infinite water supply, or don't bother if you do have an infinite water supply since harvesting rainwater is, at the moment, vastly more trouble than it's worth unless absolutely necessary.