Hello Syneos,
There are various ways to get VFX inside Spine.
If you look at the Spineboy project inside your Spine installation folder you can see a nice gun shooting effect that also uses blending modes nicely, and that could be a good starting point.
Many people also make VFX frame by frame and later import those frames inside Spine, to match them with their character animations, another approach is also to have a bone spawning the effect and at runtime load a skeleton/frame by frame animation/particle effect.
You can add frame by frame sequences to Spine simply by having all the images attachments in the same slot, the activating one after the other during an animation. Here's a thread about ways to do this process a bit quicker: Quick method of creating animation from frame images
