I'm using blender for the 3d stuff and am trying to make game effects for the character I made, I am using unity. I am not really familiar with creating game visual effects but I do know how to make sprite sheets. How do I create a 3d effect in unity? like a shock wave or an explosion, because I cant do it using a sprite sheet.
Sprite Sheets are only the 'visual' part of an particle. You need to use unitys particle system in order to make such effects. As a programmer, you would normally buy assets or let someone else do the job (especially if the particle system is much more complex). It's seems that you are coming more from the artistic direction, which is pretty good because it takes a little bit of practice to get good results.
Check out Unitys official tutorial on this specific topic: