It's not an effect, its a graphical piece. Something you have to build from the bare bones to the shimmering skin. It takes a lot of work, effort, even patience to pull something off like that. And because of that, many people turn to plagiarism and theft. The best I can say to help you create things like that is practice practice pratice. One day you'll been even better than that! This isn't just something you can teach, this takes artistic skill among your part, and to know your way around Photoshop or a 3D program. You do this by learning slowly through making other work and asking for critique. You can make 3D shapes in photoshop, but people usually use that too for very simple geometeric shapes.
If I may express my opinion, I think the person who made that tag/banner did not make the background. And that chills me to the bone. 
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