Don't know what they are? You see this shiny stuff? You can use these textures to have this effect.

Here are some lightning textures. I do not own these. All from deviantart.

http://www.deviantart.com/art/B-U-R-N-LIGHTING-TEXTURES-478030517

http://www.deviantart.com/art/Paynetrain-s-Texture-pack-3-502216107

http://www.deviantart.com/art/Textures-Lightning-Texture-2-by-Alternxtive-535449476

HOW TO USE:

STEP 1: Open the texture of your choice. Resize it if needed.

STEP 2: Click on "Normal" while the layer is selected. Select Screen/Lighten and lower the opacity. Another thing I learned, lower it a lot.

Then you're done! Easy as that!