Moving an Object towards another Moving Object

You must repeat the same sequence at each Update: get the target position, then move the object in the target direction a small distance proportional to the desired speed and to the time elapsed since the last frame (Time.deltaTime). The easiest way to do that is with Vector3.MoveTowards (badly explained in the docs):

Transform target; // drag the player here float speed = 5.0f; // move speed

void Update(){ transform.position = Vector3.MoveTowards(transform.position, target.position, speed*Time.deltaTime); } Vector3.MoveTowards(from, to, distance) returns a point in the line from-to distant distance units from the the from point. The distance parameter is internally clamped to never return a point ahead the to point.
NOTE: This script must be attached to the particle object.

just attache object and set target

 #pragma strict
   // drag the player here
 var  speed:float = 5.0f; // move speed
 
 function Start () {
 
 }

 function Update () {
  transform.position = Vector3.MoveTowards(transform.position, Vector3(32,15,-92),   speed*Time.deltaTime);
  
 }