Adding an effect to a game object

Every game object has an FX Shaders section in the Inspector view:

FX Shaders section

It contains the Add button that allows you to add a new effect to the game object. When you click the Add button, the Shader Effects dialog appears:

Add shader FX dialog.

There you can select an FX, and then click the Add button to add it to the game object.

Another way to add an effect is to select a game object in the scene, open the context menu and populate the FX submenu. It shows the options to add a specific effect:

Add FX object from the context menu.

You can add multiple effects to a game object. They are listed in the Outline view just like any other scene object:

Effects in the Outline view.

You can select an FX object and delete it, copy/paste it, change its rendering order, or tweak its properties.

The FX object is like any other scene object that you can assign to a variable, or a field, or set as a nested prefab.