You have to create your own particle engine, which is really easy...
Make a sprite object that has the particle look that you want... you can even animate it, or make different frames with different particles if you want to randomise the effect.
You can also add a behaviour to the particle sprites you made, like bullet or physics, etc... then make them fall with gravity or even float into the air
Once you have this, just make some events like:
-- create particle.sprite at mouse.x mouse.y
-- set particle.bullet.behaviour.direction to random(360)
-- set particle.bullet.behaviour.angle to random(360)
-- set particle.bullet.behaviour.speed to random(20,100)
-- set particle.animation.frame to choose(1,2,3)
or something like that^
This would make random looking particles (if you had different animation frames made with different artwork), all facing a random angle, and flying to a random direction at a random speed.
You can of course make the speed and direction the way you like it to be instead
This would make