http://www.the3dstudio.com/product_details.aspx?id_product=14765
and other effects this site selling.
Probably not. The link you’ve posted goes to a particle effect for 3DS Max that requires a special FX plugin. If you have Max and the plugin you might be able to save the result to textures that you might be able to re-use in a Unity particle system, but I’m guessing that would be much more work than just creating the textures yourself or finding a different set from somewhere else.