When driving in the rain some water gets into the engine compartment, so the connections are somewhat protected from light spray. Taking your car to the high pressure washer is definitely a bad idea. There are hundreds of electrical connectors, a computer and fuse boxes that can't see that kind of high water pressure.
Washing an engine compartment needs to be done carefully. If you want to clean it, cover and protect all electrical connections and do small sections at a time with the least amount of fluid possible. Make sure to use eye protection and gloves. Start at the top of the engine with a spray bottle of SimpleGreen and a soft brush to loosen the grime, cleaning and wiping off excess liquid as you go with absorbent towels. As you get to the lower sections of the motor that may have oil and hard grime, you may need to use a more powerful solvent like a can of carb spray. These are usually under high pressure too so be careful where you aim it. Put a drop cloth or pan under the engine to catch any hazardous drips or mess, you don't want that mess on your driveway.
To neutralize the acid that can be around the battery, sprinkle baking soda on and around the battery and rinse carefully with water while trying not to splash the neutralized acid residue back on you or your engine.