This is completely dependent on what you want to make new Arrows is easy you just mesh swap your new Arrow Mesh Data's with one of Bethesda's Arrow.nifs Mesh Data's and alter nothing else = working new Arrows.
New Spell Projectiles are not that different if your doing simple new Meshes but anything beyond that and your going to need to know quite a bit about the Nif file format.
And anything related to Particle Systems means your ONLY option is to alter one of Bethesda's Particle Systems because none of the publically available Exporters will export Particle Systems into a format even remotely close to what Skyrim uses.
It is possible to get Custom Particle Systems into Skyrim but it requires quite a bit of work that 99.99999% of the public would not even bother with.