You could spawn them in runtime, then set parent them under the bone. However, you usually need game objects as bind/mount points for more control how they are placed. In this case the skeleton bones gets bind/mount points, and the effects are spawned as child of those.
You can also set this up separate from the skeleton hierarchy, and connect them using parent constraints (a standard unity component). Then, with playmaker, activate / enable the object when needed, while the particles are set to fire on awake. Particle play all is also useful action.
I tend to the second solution, because frequently used stuff is better turned on and off (as in pooling). However it should probably not matter, unless dozens of characters fire particles all the time.