I am not sure about the stars, but you can add smoke and fog, because they are available to you in the scenery items selection. However having a bunch of these fog scenery objects added to your park can cause it to go a little slower.
I did not watch the video you are referring to but when you are underground, the ride tracks have little lights on the side of them....Maybe you saw those instead of stars. But I will have to watch the video for myself to see.
To build underground you really do not have to do anything if you don't want to. You don't have to raise land etc. If you are building above ground and want to go underground, all you have to do is make a drop anywhere and bam you will be able to continue building under ground. Or you can raise land and then you can build tracks that go into that land and you will be able to build underground.
In RCT3 you have to build all structures unless you download buildings other people made and import them into your RCT3 custom buildings folder ( i believe that is the name of the folder).
Can you provide a link to that video? I would also like to take a look at it. And I think you can only go underground if you have either added the expansion pack "Soaked" or installed the update that has all that same stuff in it, but not the park specific things for Soaked.
If you dont wanna use the custom fireworks editor, you can download Jcats SpaceWorx. It has star walls that you can completely surround the ride with. Combine it with Custom fireworks for a great ride.
Smoke and fog (its mist) are in the game under general animatronics
There is no such thing as Space Mountain in Roller Coaster Tycoon GOLD!
It took 100$ for me to buy that game but no space mountain RCT3 No such Thing look in my signature, it has a pic of my RCT3 peeps together in a picture.
NO, Space Mountain is not part of RCT3 any version. YOu have to build it yourself. YOu will need all the patched and both Soaked and WIld to make everything work plus the stuff linked above that are Disney Speicific. I have noticed though that most of these "special" scenery items and special walls do not work well with the stuff that comes with RCT3. They just don't match up correctly. The Disney stuff seems to float off the ground a little bit and the walls will not match up to any of RCT3's walls. I gave up trying to use them.