Why do some places have rain frequently?
The factors contributing to such differences between any given 2 locations are simply too numerous to be specific. From the top of my head : Hadley cell, local topography, source of humidity upstream (oceans, lakes, ...), etc...

In the case you are referring (i.e. Cherrapunji), this is mostly due to a combination of Himalaya (topography forcing), Indian Ocean (source of humidity), Walker circulation and the strong tropical evaporation at those latitudes (among other things).