How do waterfalls work like that? They were in Avatar, also. How do waterfalls work when they fall down from the sky like that?

I thought that water comes down the waterfall, and then it goes back up through the water cycle. But how does it work when the water comes from the sky. It's not like the water cycle can work again to keep the water there. I don't think falling water evaporates....I'm really confused! TT^TT