It's just my way to do or what i found on forums

If you have a better or easier way to do it, i will very enjoy to know it ;)

1 - In the Hierachy, add Effect > Particle System

2 - In the Inspector, scroll to Texture Sheet Animation, activate and select Mode : Sprites

3 - Create your sprite list

4 - Make sure you have multiple sprites (slice in the Sprite Editor)

5 - Drag and drop all the sprites you need in your list

6 - In Start Frame, select : Random Between Two Constants

7 - And add the number of the last sprite (0 is the first sprite)

8 - You can also change the value of Cycles

> Check diferent value of Cyles :