The liquid precipitation that falls to Earth's surface is rain. Rain can begin as snow, but by the time it reaches the Earth's surface, it has melted because the temperature closer to Earth is warmer.
Snow forms in clouds at temperatures below freezing. As snow falls through the atmosphere, the air remains at least 32° F or colder. In order for a snowflake to reach Earth, it must remain frozen from cloud to surface.
Sleet occurs when a snowflake falls through the atmosphere and warms up a bit before refreezing. The snowflake begins its journey frozen. As it passes through a thin layer of warm air in the atmosphere, it melts a bit.
Freezing rain follows a similar journey as sleet, but instead of a thin pocket of warm air, freezing rain falls through a larger pocket of warm air in the middle of its journey. Freezing rain begins as snow, but when it reaches the warm pocket, it melts and becomes rain.
Before hitting the ground, it passes through a very shallow pocket of cold air, which cools it some but not enough to turn it into sleet. Instead, when the water droplet reaches the surface of the Earth and comes in contact with cold objects (such as cars, streets, or trees), it freezes immediately and turns into ice.