The general particle entity is called
info_particle_system, there are some other entities however that also create particle effects but can be configured in special ways, one of which is fire, created with the entity
env_fire, that creates a fire particle while also being able to be configured to cause damage if a player touches it.
You'll notice with
info_particle_system that it does not contain any kind of drop down menu of particles to choose from, it's a bit of an outdated system but you will need to go to
https://developer.valvesoftware.com/wiki/List_of_TF2_Particles and copy/paste the name of the particle system you want to use.