1. Create a particle emitter (Object > Particle > Emitter).  An emitter is an object that will generate multiple versions of the same object and move them in the Z direction.  We can use particle emitters for almost anything that has multiple of the same object (ie: Sparks flying from a piece of metal, Smoke rising from a cigar, or matbles being dropped down a chute):

2. Because the particle emitter emits particles in the Z direction by default, we can rotate it whichever way we want so that the particles are thrown out in the direction we want.  For this tutorial, I will keep it set as it is.  In your viewport, the particle emitter should show up as a flat box.  This is the area that particles can be emitted from.  We can decrease this area, or increase it, in the emitter attribute of our particle emitter.  Go ahead and change yours to about 20x20.  Also change the type to cone and the angle to 30:

3. Now lets look at some of the options in the Particle Attribute:

The Birthrate Editor tells you how many particles to be created per second.  By increasing it we can increase the number of particles created per second.

The start emission will tell the emitter when to start emitting the particles.

The stop emission will the the emitter when to stop emitting particles.

The lifetime determines how long the particle is visible

The Speed determines the speed of the particle

Rotation determines the rotation of the particles

The end scale determines the size of the particle on the last frame visible.

Variation determines the randomness of each setting, for example if we set the variation in speed to 50%, the speed could vary within 50% of the set speed making the particle emitter more realistic in most cases.

4. Set up your particle emitter like shown:

5. Now that we have a particle emitter set up, we need it to emit something!  Lets make an object that our particle emitter can emit.  Create a new sphere, and make the radius about 3.  Now move it so that it is a child under the particle emiter:

6. Select your particle emitter object, and check Show Objects:

7. Now, press F8 and your animation will start playing through the timeline.  You can see that your emitter will begin to emit particles in the main viewport.

Rendered view with a floor and light object added.