Typhoons are similar to this. A bathwater vortex is water, but a typhoon is a vortex of air. And a typhoon is an even thicker rain cloud gathering around this vortex.
In other words, the simple answer to this question is that typhoons are made up of a vortex of air and rain clouds.
If you look at a picture of a typhoon taken from space on TV, you will see a hole in the center of the typhoon called the "eye of the typhoon. This is a curious feature: winds of tens of meters per second blow near the center of the typhoon and strong rain falls, but there is no wind inside the "eye" and blue sky can even be seen.

Some giant typhoons can have a diameter of up to 1,000 km.