Use some of the existing scenes to learn from. Eg. FeaturesTour2014 includes some fire, water and ice effects - open them up, study how they work, then try to replicate desired looks. Infiltrator demo (also downloadable) is filled with numerous modern particle effect - see how they work, which nodes achieve what effect, try to incorporate what you learn in your own effects. Do some exercises - eg. try to create a tornado VFX. Or a thunder storm. Look for some interesting effects used in other engines - try to replicate them in UE (if you can - download tutorial files, things like textures, sometimes meshes, can be reused in UE).
Don’t get too attached to the tutorials - they’re good for the beginning, but you won’t become a VFX artist from a tutorials. You need to do stuff yourself. The more the better.