Its a path made of AE lights, please have a look at our user guide, or you could load a preset to see an example.
navigate from the preset window to Nodes , and then to Spline.

Could you explain more on how to setup Spline emitter? its not working as i expected. 

A spline is defined by AE lights(point / Spot), at least 4 , to get a B-spline.
When you change the emitter to spline, it will use all Lights in the comp to create the spine, you could filter that with the ‘starting with..’
 
Did you try and load a preset and it don’t work ? 
Could you please send me an email, with a project you created ?
Thanks,
Aharon 
 
 

Hello, could you update the user manual to include the line: A spline is defined by AE lights (point/spot) at least 4 are needed to get a B-spline\”.  I was trying with just two lights thinking a simple line would be generated between two points. It took me a while to finally figure this out. If it had been in the online user guide, would have saved me some time.  Thank you

I was also annoyed by the fact that my stardust splines were not working, so please add this into the user guide.