For the most part those muzzle flashes are do-able using presets from the programs; the smoke appears to be stock footage. I believe the exact stock they used can be bought either from this site or from www.nccinema.ch
at quite reasonable prices.
The lighting is done using various grading filters combined with masks to limit the area they affect. Also, for muzzle flashes, there is a 'light' built into each effect that can be turned on or off, which can be used to illuminate the immediate surroundings.