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I have a space game were i i want my spaceship to blow up into millions of particles, i have noclue how to do or use partical affects can anybody help me with that?

Do you mean you want to do particle effects in gE? If so you just create actors with some animation and have them move around how the particle you want to replicate would. Here's an example of a simple explosion effect. Or if want you can create the explosion effect using a particle effect generator and just use an actor with an animation (sometimes better due to the large number of actors used in some particle effects).