Well the particles that FPSC/X10 uses aren't really particles, but decals. A decal is an image that has frames in it and the engine plays it out. So a 1024x1024 image might have 4 512x512 frames or 16 256x256 frames. Take a look at gamecore\decals folder, that's where they're all located.
If you want to make your own, copy an existing folder, rename it, replace the texture and adjust the decalspec so it works with your image (all decal files go in the gamecore\decals folder).Then create a new .fpe for it and put it in the entitybank folder and you're good to go
If you're talking about a real particle system like in Unity then sorry, FPSC/X10 can't do it (there's a mod that does allow it, I think it's Horror Mod but obviously only X9)
Unity Engine 2.6 is now available for FREE
http://www.unity3d.com