A cloud is made up of many millions of extremely small droplets of water. These droplets are so small that they literally float in the air, pushed along by the winds. They are so light that the force of gravity cannot overcome the wind and pull them down.
Clouds form in a variety of different ways.
When a cloud is formed by convection, it is called a convective cloud. That cloud forms when hot air rises up from the ground. As that hot air rises, it carries up water vapor, or water in a gas form. When the warm air rises in the atmosphere to a point where the temperature is significantly cooler around it, the water vapor carried up by the warm air condenses, or turns from a gas to a liquid and forms the tiny cloud droplets. When that happens, you can see the cloud up in the sky.