If you open up the explosion effect that comes in the starter content (if you included it to your project, otherwise create a new project with starter content) you can see that it uses a sprite sheet to create the effect. If you click on the Required module then go to the details panel under material you would assign the material you made (see image 2), then scroll down to “Sub UV”, is where you would set the sprite sheet settings, to tell cascade how many images are in a row, and how many rows you have in your sprite sheet (see image 1, is the starter content explosion effect).
Also more info on Sub-UV can be found here: .unrealengine.com/latest/INT/Engine/Rendering/ParticleSystems/Reference/Modules/SubUV/index.html
Hope that helps!