To get such images, open a new image with a transparent background, create selections, fill them with any color, and apply filter.

This filter adds an effect, reminding of particle traces in a bubble chamber of nuclear physics, to the active layer alpha.

The filter is derived from the “Particle Trace” script (File → Create → Logos → Particle Trace in image window), which creates the following text effect:

The filter adds noise to the alpha and then turns the spots into sparkles. Then it adds a feathered white shadow.

You can find this filter in the image window menu under Filters → Alpha to Logo → Particle Trace.