A clear cloudless day-time sky is blue because molecules in the air scatter blue light from the sun more than they scatter red light. When we look towards the sun at sunset, we see red and orange colours because the blue light has been scattered out and away from the line of sight. read more
Long story short, they aren't: Clouds are very faintly blue and appear white, unless they have a lot of adulterants in them, in which case they appear grey to black. But clouds contain a great many tiny droplets of water, each of which acts like a little prism or crystal, which can lead to pretty spectacular light shows. read more