(Note) Did not talk about this in video. Instead of using Mouse Click or Global mouse Click to active particles, you can use Step to make particles move once room starts.
You can add Set Motion from the Extra tab and set type number, add a min speed, max speed, min direction, max direction and friction to make snow move in the room. This GMX file is already setup for snow, just view what I added in Game Maker Studio to understand it better and play around with numbers to make it your own. If you want, change Step in the Events to Mouse Click or Global Mouse, if you want to control particles with a click.
(Note) Did not talk about this in video. On this file below I created explosion using the Global Mouse Click. I also adding Set Life from the Extra tab, found out it does show explosion growing then its gone. So without the Set Life, the explosion grew too large then was destroyed using the Alarms. Using the Set Life helped control how large the explosion got, then the Alarm destroyed it. View GMX file and change the effect or add your own sprite image. To choose to do 1 or more effects, drag over Burst from Emitter into Actions, choose emitter id, particle type and here you can choose the number of effects. I did 1 for 1 explosion, but if you wan more, just change 1 to 2, 3, etc.