This is called DWR (durable water repellent) waterproofing. Please be very careful, shoewear uses silicone DWR and is not recommended for clothing.
DWR waterproofing for things like jackets and pants is very common in higher-end sports gear. If your jacket did not come with a DWR you can add it by using a wax or fluorocarbon based DWR. I use Nixwax TX.Direct (wax-based) as you do not have to use a dryer afterwards for it to 'set', but wax-based DWRs are less durable than flurocarbon DWR.
If you have a jacket that came with a DWR coating but is not beading water anymore, you need to wash it and then heat treat it either by using an iron or dryer. If that doesn't work you need to apply another DWR coating.