Yes, you can create your own, that's why it was given out to us.
Something you probably aren't aware of is that the particle forge executable and everything that comes with it except the pipeline effects folder needs to be put in the game's root folder.
However, since you could potentially screw up something important to the look of the game, and if you have the hard drive space to accommodate it, you should copy the particle, particle effects, texture, and texture animations folder out of the stock game's folder into a separate one with the particle forge files.
Failing to do one of those methods will mean all you see is a blank black window when you load up the particle forge. Personally I go with the second option so if I screw up I can pull out the original again and start over...
Anyway, once you have all of those files pulled over, you can load up one of the effects in the game and see how it looks and how everything was accomplished.
If you pull the files out of the most recent version for entrenchment or for diplomacy, the particle forge will crash citing the files are for a beta version or some crap like that. There may be a way around this, but I haven't ever bothered to look.
Also as far as I know, there are no tutorials to help you out on this, most people learn by trial and error and playing around with it, however, if you're looking for guidance to a specific problem rather then a full on start to finish guide, PM KrdaxDrkrun (formerly known as Syneptus). https://forums.sinsofasolarempire.com/user/4121816 <- his profile page so you don't have to go looking for a post to send him a PM from. He's got a lot of experience with the particle forge.
