This set consists of 62 particle effects, from water fountains to to lava. All the particles are assigned to a small black quarter tile cube, which disappears after the scenery window is closed.
Once you have downloaded the zip file, extract to somewhere on your desktop and please read the Read Me file, as it explains how to install it correctly so that everything works. Even if you think you know everything, read it anyway, as this is one of the most complicated sets to install.
The set is in the generic scenery in the objects menu. The easiest way to locate it is to filter out the small, medium, large and animatronic scenery so that you're left just with the in-game particles and this set (as well as possibly a few other CS sets).
Make sure the game is in 'play' mode (obviously), or you won't see the particles.
All the particles are generated from the base of the cube, except for the stars (which come from the top) and maybe a few others.
The cubes can be hard to find if used in a space/pitch black themed area. Otherwise they are easy to see and delete.