How do you create visual effects i videos?

Well there are many software options which you can create use to create visual effects, though it depends what you are after which determines your decision.

For industry standard effects and general compositing After Effects from Adobe is by far the must commonly used. Though free software which can be used for basic visual effects includes Windows Movie Maker or Apple iMovie. However these only provide basic effects, and you really get what you pay for in the visual effects industry.

You may have to be more specific in what effects which you intend to create if you want a more in depth answer. You're welcome to add to your question for more assistance.