Make a regular UVsphere and adjust it to where it first comes out of the engine. The go over to the right of the layers buttons and there should be a gray circle in a watsitcalled thingy. click on it and go one up to where the gray circle is orange and says ON. Then in editmode select the point of the sphere that is farthest away from the start of the engine. Grab this, and you should notice that other verticies will also move with it just not as much. This is proportional editing, and that is what the orange circle means. grab it over so that it trails out more, like the engine flame would, and then go back into object mode. Under the shading panel, add new if it's not there already for shading, and in one of the first colums there should be a button that says HALO. Click that, and then you can specify the options of the halo by learning it here.