Does air humidity have anything to do with the weather? For example, the humidity is higher in rainy or foggy days and lower in sunny days?

Weather changes do not necessarily affect humidity. They are neither sufficient nor necessary conditions.

Sometimes the weather is sunny, but the clothes are still dry. Why? Because it is either a coastal city. Either it's a wet season.

Sometimes it rains, but the clothes are still dry. Why? Because there is a strong wind or the temperature is not very high, the water does not volatilize, so naturally it will not have a great impact on the humidity.