I’m not sure if this is the right place to ask. I would like to ask what kind of software do visual effects artist used to make Explosion fx and Gun effects for UE? All the effects you see in the marketplace, are they made from UE itself or is there any other software that can do this?
The particles themselves are made in UE4 using the Cascade particle editor. In Cascade you can control all sorts of things about individual particles, like size, velocity (whether it’s random, static, dynamic / parameter or using a vector field) and acceleration, colour, collision, gravity, rotation, whether the particle gives off light (CPU particles only), how the particle is rendered ie whether it stretches based on velocity, you can even create things like beams or ribbons simulating lightning or a smoke trail respectively, etc.
Textures for the particles can be made in external programs, for instance most fire effects use a combination of Cascade modules and sub-UV animations (flipping through a series of textures inside a texture sheet at a certain rate) to get it to look right, and the sub-UV texture sheets themselves are typically made inside Photoshop or an image editor, or they can be made in Maya or whatever using fluid simulations, if you know how to use it. Then they’re imported into UE4 and a material is created using them in-engine, etc.
I see, thanks @anonymous_user_12c35b1d 
What about sound effects for the explosions? What software do we use to create it?
Sorry about not replying, there’s a couple different ways to create sound. You can use free sounds available online, or use some sound generators also available online. Or, you can record sounds yourself, then edit and chop them up in a program like Audacity.