Neverside

What the best way to show the sparkles falling down

Any methods? I am trying to use mask and move the sparkles from upper section to lower dection?

And I want to need some feather effect to make the star coming out softly

Take a look at this tutorial: http://www.kirupa.com/developer/mx2004/snow.htm
The result is falling snow but you could modify it to falling sparkles.

I can't help you with the second question, as I don't draw in Flash.