How can I make my wood project outside more resistant to rain and other weather? Is there some coatings that would work well or some other methods?
First off, go in with the understanding that anything outside will fail eventually. Sun and water are both brutal forces over the long term. Either you will have to reapply finish periodically or the project will decay eventually.
The first (and probably most important) thing you can do is to select a wood that is naturally rot-resistant. Teak is probably the go-to for this, but it can be pretty expensive. Ipe, black locust, and osage orange are also very good. Oak (white in particular), and cedar are also good commonly found species for rot resistance.
it will also help if you make your design drain well. Avoid large flat surfaces or joinery where water will seep in (like breadboard ends on a tabletop). Use slats for surfaces.
For finishes, there are a lot of products marketed as "outdoor". If you really want the gold standard start by sealing everything with CPES and put on several coats of epifanes clear varnish.
If you are painting or staining project, do it before it is assembled. At least primer, or 1 coat stain, if not 2 coats with what ever the finish is you are using.
The trick is moisture gets between the parts that make up a project and if the project is painted after assembly, all the parts where they come together are still bare. Water will soak into those areas and start the decaying process. Paint or stain will block that.
Or use pressure treated material.