>>413474792
Particles can emit other particles when they die. In this case, they set up the particle to die when it hits the wall, and then emit a stationary sphere/cube particle. This cube has a special shader on it that projects the paint texture on surfaces it touches, such as the wall or floor.
There are other extremely cursed systems out there that can trigger animations when a particle dies, but that's meant for things like playing audio. We also used those as "contacts" before physbones released.