I suspect Krakatoa might have been used in your example.
Krakatoa has just been released for Maya.
If you want to do something simmilar in Maya alone you are going to need to do a lot of learning.
For the moment, Maya is not optimal for insane particle count work.
I'd use a combination of particles and fluids. You can use particles to emit fluids.
You then can do some pretty interesting things with the fluids.
You will need to be prepared to put some time in. FLuids are complex and you need to spend time getting to know them.
A good place to start is having a look at the fluid examples in the visor.
useful:
http://thingsunasked.blogspot.co.uk/2007/10/basics-of-maya-fluid-dynamics-by-dale.htmldeep:
http://vimeo.com/12486559Duncan's blog (on this site) is packed with technique demos.
trixy:
http://mayaspiral.blogspot.co.uk/2013/01/soup-up-res-maya-fluid.htmlthat uses Peter Shipkov's Soup plugin
awesome:
http://www.soup-dev.com/