Do you mean the effects (drop shadow and shiny stuff etc) or the letters themselves? The drop shadow and the shiny gel-like effects are layer styles or blending modes. Is that what you meant?
I mean moreso like the effects on the type. I know how to do a drop shadow, but I don't really know how to add that glossy effect to it.
Try Bevel and Emboss, and make sure you set the shadow color to one that's close to the color of the letters. The default is black, which sometimes is suitable, but a lot of novices make the mistake of leaving it black when it might be better to make it a color. You can adjust the sliders for size and degree of softening.
Also, there are plenty of great free layer styles online. I found this page by googling (sometimes these need to be scaled down, often by 80% I've found. (Layer>Style>Scale Effects):
Thank you so much!