It's called visual effect, you can find a list of every visual effect available here:
http://bensku.github.io/Skript/classes.html#visualeffect

And the effect for display them is:

Code (Skript):

1. (play|show) %visual effects% (on|%directions%) %entities/locations% [(to %players%|in (radius|range) of %number%)]
2. (play|show) %number% %visual effects% (on|%directions%) %locations% [(to %players%|in (radius|range) of %number%)]

Also, for the lightning strike you'd use the following effect:
http://bensku.github.io/Skript/effects.html#EffLightning

If you want it per player you can use this function I made with MundoSK and ProtocolLib:

Code (Skript):

1. function spawnLightning(target: location, viewers: players):
2.  
3.   set {_packet-container} to new play_server_spawn_entity_weather packet
4.  
5.   set int pnum 1 of {_packet-container} to 1
6.   set double pnum 0 of {_packet-container} to {_target}'s x-pos
7.   set double pnum 1 of {_packet-container} to {_target}'s y-pos
8.   set double pnum 2 of {_packet-container} to {_target}'s z-pos
9.  
10.   send packet {_packet-container} to {_viewers::*}

You can use it like this:

Code (Skript):

1. spawnLightning(player's location, all players)