Nothing at all changes in the molecular structure of the water molecules or the nitrogen and oxygen molecules that make up the air. This is all about physical state change, that is, the change of water from a liquid to a gas. At any temperature, given some air and some liquid water, there is a tendency for some of the molecules of liquid water to simply jump out of the water and fly into the air. Also at the same time, a certain number of water molecules in the air are jumping from the air into the water. At every temperature an equilibrium exists. That is, an equal number of molecules jump out and jump into the liquid water. The thing is, at higher temperatures, the water molecules are more "jumpy" from the heat which gives them more kinetic energy (the energy of motion) hence they are jumping in and out more. So the hotter the temperature of the air and water, the more molecules will be in the air relatively speaking. NOTE: at 100C (boiling) essentially all the liquid goes into the air. That is, you can't keep water liquid above 100C. Also, it doesn't matter if it's air or any other gas. The same thing happens. More at United States Department of Energy Newton Weather Question Archive.
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