If you look around the install directory of construct classic is a folder called effects. In it is a bunch of fx files that can be opened in a text editor. They are basically direct X hlsl shader programs, so you could google more info about how to write one.
I forget if there are any posts on how to make your own but you can search the construct classic sub forums. There are a good amount of fx files on the forum too.
Probably a good start is trying your hand at modifying existing ones.