The art term wet-on-wet means exactly what it appears to -- painting onto paint that is still wet. The other option available to you is to paint onto dry paint, know (unsurprisingly) as working wet-on-dry. Quite different results are achieved with each approach.
Painting wet-on-wet means that you can blend or mix colors as you're painting, directly on the canvas. This is useful for painting clouds as it means you can create soft edges easily. (The one thing you can't do painting wet-on-wet than you can do painting wet-on-dry is to build up color through glazing.)
In this demonstration, I started by initially painting the blue for the sky (photo 1), then while it was still wet, going in with white paint on my brush to create the clouds (photo 3). You can see that I'm working with a fairly wide brush. Once I've started adding white paint, I use one edge of the brush for white and the other for blending into blue (photo 2).
Next page: Judging How Much to Blend the Paint