Ramp Particles

How can i make that the particles born blue, and then in their ending blue with a halo material?

If you want tto end as a halo you have to start as a halo. To change the color over time go to the start frame of your animation, hover your mouse over the materials tab and press I>Color. Go to the end of the animation, change the material color and press I>Color. You will see other options you can apply to your particles when you press I also.

Take a look here: