You can build particles with the Interactive Creative Environment (ICE), or you can use the scripting commands and SDK access. For a general explanation of how the ICE system works, see What is ICE?
To simulate particles using ICE, a special ICE tree, called a simulated ICE tree is created in the simulation region of the operator stack on the point cloud. A point cloud is the ICE version of a particle cloud: it is a special kind of primitive that represents the emitter and hosts the simulated ICE tree operator:
