Low Pass filter: Low-Pass Filter - Audacity Manual
Change Pitch effect: Change Pitch - Audacity Manual
Then I want to frequency shift my message to occupy frequency range between 16KHz to 20KHz
The problem is, that’s a rather narrow range (in terms of percentage, octaves, or perception).
For example, if we make a limited voice range of 200Hz to 5Hz and we pitch-shift that up to where 200Hz becomes 16kHz that’s a factor of 80. And 5kHz gets shifted to 400kHz. …That might not make any difference since you’re not supposed to hear it anyway. 
wouldn’t it be possible to accommodate the frequency range between 200Hz to 5KHz within 16KHz?
There’s no built-in way to do that.
It could be done with some “advanced” [u]FFT programming[/u] but “squeezing” the frequency range would probably make it unintelligible, even if it was audible.
There are lots of subliminal methods and it’s probably not worth “re-inventing the wheel.”
It it was me I would simply lower the level of the subliminal message and mix it so it’s masked by the wind/rain noise. You might have to go to -30dB or maybe lower. The thing I like about that method is that if you are careful it’s possible to mix-in an inverted copy of the rain/wind, canceling it out and exposing the hidden message, which you can re-amplify.