If they get wet, they remain in the same place until the water evaporates off their body. They can't fly when they are very wet, however, because it makes them so much heavier. When it rains, butterflies in my experimental cages hold onto the sides of the cages until it stops raining and they dry off. In the wild, they hold onto trees or bushes. If wet monarchs get knocked off these perches, they sometimes get stuck on the ground.
Monarchs breathe through tiny opening on the sides of their bodies called spiracles.
These spiracles are connected to a series of tubes called trachea that carry oxygen through their bodies. The number of monarchs that travel together varies in different places and at different times. We aren't sure if they actually seek each other out and fly together on purpose, or if they just happen to be together because they're all going to the same place. They are able to travel such far distances by flying very efficiently. They take advantage of air currents and actually soar, like many birds do.