How to create the skill light effect in the game?

Like the lightning,fire,ice magic.

And Is there any website where I can find some free resources of them?

In most cases, those effects are just particle effects. They have nothing to do with actual real-time lighting.
Why? Because it is too performance-expensive for mobile devices.
If you want to create a simple particle effect then check some tutorial projects first:
If you need resources to create your own particle systems then you could use sprites or animated sprites from anywhere. You just need to program/describe the behavior of those particles.

I was a total beginner, the skill like this could build by particles?

Yes, the particles are commonly used to build effects like this - usually it’s a combination of multiple ParticleSystem with custom textures or even animated frames for each of these.

See some tutorials on yourtube on how to approach it … perhaps something like this

(it uses different ParticleSystem, but many features you would find similar)