I assume you mean autocross, right? If so, yeah, you can switch during the day.
As for whether to switch, well, that's situationally dependent. If you are pretty sure the schedule and weather are going to yield you dry runs later, it's probably not worth changing to rain tires since you're gonna be faster later anyway (and changing tires in the rain sucks).
If you already have dry runs in, then it's just a matter of if you want some rain practice with your rain setup.
Now, how much water makes the switch a requirement? In most cases, you need to have some standing water at least somewhere to make the switch worthwhile. Some racers will tell you you need to have a *lot* of standing water before the switch is worth it. If the water isn't just standing but is moving, you definitely want rain tires on. Yes, your Azenis qualify as "rain" tires in this case.
You'll also want to run a reasonable amount less air pressure in your Azenis in rain conditions than you would in dry. That will help them build heat as well as stretch and thus grip more under the lower grip conditions.
I'm sure others will chime in with some good suggestions. I wlil say that you'd be very surprised how much you wet you *can* effectively drive on R-compounds. Most people tend to think just because the grip level is greatly reduced on them that their street tires will be better, but in reality unless there's standing water, you're probably really not that much better off.
--Donnie