If you mean you wanna study the theory of particle and dynamic systems, that all you have to do is to learn programmings, computer graphics and physics, after that you could even create an particle application by yourself, but honestly that is not a piece of cake, you have to spend alot time in order to do that! but worth it!
Or you wanna create particle effects such as rain, snow, fluid effects or/and dynamic effects such as rigid body and soft body in your favorite 3D application, if it is all supported, you could try to read the manual that come with your application or you can find the tutorial on the internet and try to do it yourself.
The thing to learn is experiment! and have fun!
hope this help!!cheers!
