。
They were saying it'd rain starting in the evening.
Literal
Evening-from rain-[quotative-だって] say-[past-progressive-ていた]-[sentence-final-よ].
だって is the casual form of the quotative と (with copula): 雨だ + って = 'is rain, they said.' It's chatty and very common in everyday speech, softening the formal tone of と言っていた. This is a great illustration of how quotation can be compressed in casual Japanese.