First of all, turn the images into a Sprite type, it will be allocated a default sprite shader.
One that's done, drag that mofo into scene (as shown above) and select it in the hierarchy. You will now be able to see the shader it uses (obviously you'll probably want a normal Sprite shader for your Character base, and a particle one as mentioned above for effects).
Now, if you dont have any materials at hand to test, then make one, by right clicking in the project folder (assets) and creating Material.
Once the materials made, select it and at the top will be a drop down menu. Here you will want to pick "Particles -> Additive" , once that's done, drag the material ontop of your Mir sprite (effect) and walllah, job done.