Start with the scene file that already contains the geometry animation as well as the camera movements. To create the visual effect of the ice being sprayed out from the edge of the icy wall we need to rationalize as to what the effect is actually composed of. Start by listing what you believe the contributing effect components are;
1) Small Ice shards being sprayed out from the base
2) Large Ice shard being sprayed out from the base
3) Steam trails coming from the icicles.
4) Light steam clouds emanating from the base

A good workflow would be to create and tune each effect in isolation prior to their integration into the final scene.

Step 1) Small Icicles

The first effect we wish to create is to have shards flying from the base in an arc and then sticking into the ground like sharp dangerous objects. To do this we first need to create a particle emitter that sprays particles out from the base.

In a new scene create a NURBS plane and scale it up by 10. Select the plane and make it a surface emitter (particles>emit from object : emitter type = surface, rate=100)

Now that we have particles, we would like them to act more like pieces of debris that fall to the ground. To do this we create a gravity field. First rotate the NURBS plane by -75 so it is almost upright like the cliff. With the particles selected click fields > gravity : magnitude=9.8). Now the particles fall straight down. To make the particles fly out further we could reduce gravity, but it would be better to play with the emitter. Change the particle type to multistreak (select the particle: Attributes > Render type > Multistreak)

First change the emitter speed to 25. The distance now travelled by the particles is ok, but it lacks the energy for such a powerful action. Now change the emitter speed to 50. The particles now fly off the screen. To make them fly down to the earth and hit the ground hard, we are going to create a volume axis field.

Select the particles and create a volume axis field

Fields>volume axis field :
.............volumeShape=cylinder
.............volumeSweep=180
.............scaleX/Y/X = 13
.............awayfromCentre, awayfromAxis, alongAxis all to zero
.............aroundAxis = 10
.............directionalSpeed = 50

With this field placed, we can now increase the emitter speed to 50. Now our particles leave the emitter at high speed and fall fast to the ground.

The next thing we would like to do is make the particles collide and stick with the ground. To make them collide with the ground, create a ground plane, select the particles, then shift the ground plane and then particles > make collide. If you open the options for this operation, there are two parameters: resilience and friction. Friction is obvious and resilience controls how much of the energy is transferred after the collision: its bounciness of sorts.

But we don't want to make the particles bounce. These are heavy icicles and we want them to land in the ground and land hard.

In order to make them stick on the ground we could make the particles die on impact and then give birth to stationary particles. To do this we need to create a particle collision event. Select the particle and then click particle > particle collision events...

To create a static particle that will just stay stuck where it is born, choose the following options;

.............Event type = Emit
.............Num particles = 1
.............Inherit Velocity = 0

And for Event actions, choose Original Particle Dies.

This will make all the particles stick to the ground in a square shape and collect over time. You may want to make the new particles have a limited life span for now so that they don't clog up too much.

Now that our first particle effect seems to be doing what we want, we now need to create some icicles to follow the particles. To do this we create what is called a particle instance. Create a polygon cone and set its subdivisionAxis=5, and scaleY=3. Rotate it such that it is pointing down (RotateX=180) and then freeze transformations on the cone.

Now we will test our instancer. Select the cone and click
particles > instancer (replacement)
.............Under rotation options choose
..........................AimDirection=velocity
..........................AimAxis=acceleration

Make sure that the cone is in the instancedObjects list and that the Particle to instance is the flying particle object. When you click create you will see that the cone appears with every particle. You can scale down the original cone to resize the flying cones.

The final touch to this effect will be to have the particle icicles land and lodge into the ground when they collide.

To do this duplicate the original cone and rotate it to around the angle you expect the icicles will land in the ground. Freeze its transformations.

Now create another particle instance, this time selecting the duplicated cone and the second particle object.

Press play and you will see that when the first particle hits the ground the second one replaces it with an icicle lodged into the ground.

Step 2) Big Icicles

Lovely! Now all we have to do is save this scene as a small icicle creator based upon which we can then create the big icicles. Save the scene as Ice.007.mb.

Hide everything from Ice.007.mb, then import Ice.006.mb into Ice.007.mb.

Hit play to let some of the particles be produced. Delete the Ice_gravityField1, Ice_Ground, the volume axis field, Nurbs emission plane, the emitter and the ground plane.

Select the original Nurbs emission plane and make a new surface emission and delete the new particle object.

Rename Ice_Air_Icicles_Small to Air_Icicles_Big and then select this particle object, then the new emitter and click (particles>use selected emitter). Now the instanced particle will emit from the same plane as the small icicles.

Next open the dynamic relationships editor (windows>relationships editors>dynamic relationships) and connect the big icicle particle with the old emitter, volume axis field, gravity field and make collisions with the ground object.

Rename Ice_Ground_Icicles_Small to Ground_Icicles_Big

Now we can resize the big icicles by scaling the reference geometry for the big icicles. Now when we play, the big icicles map directly over the little ones. To change this we now change the emission rate and speed of the new emitter.

Step 3) Steam trails.

Hide all the particles and instances except for the small icicle particle.

Select the small icicle particle object then choose particle > emit from object.

Give the new particle a random lifespan of 0.2 +/- 0.1

Make the particle Cloud(S/W) types and create a radiusPP attribute. Set it to be a ramp and use the HSV value to override its intensity (ie. set the V to say 5)

Create a particle cloud shader and make it almost transparent, and apply it to the trails.

Step 4) Big Steam.

Repeat this for the big icicles. Only make the radiusPP to go from say V of 4 to a V of 10). Duplicate the particle shader and set its tansparency to almost completely transparent. Also add an opacity attribute to the particle to tone it down a bit as well.

Bringing it all together

Now this surely isn't to the standard of that very familiar SFX scene, but its an honest try. Save the combined particle effect as Ice.009.mb and then reopen the original file Ice.000.mb and import your finished particle effect into the animated scene. Voila!

Click here for the final rendered Special Effect.