Sims straight from CAS don't get umbrellas if you play and stay with them right after creating them. If you switch household the household you left will have umbrellas when you get back. When you just place a household on a lot to then enter they will most likely also get umbrellas on their own.
If you want them to have umbrellas and they don't, you need the umbrella rack thing (also for changing the colour of the umbrella as someone already mentioned). You also use the rack to remove the umbrellas. I never use them, if I even have rain on, it just fucks up the gameplay and make the sims tense.
