How can I add a visual effect on where I click on the screen on Android?

First, enable Developer Options by going to Settings -> System -> About Phone -> Software Version and tapping "Build Number" until it says you're a developer.

Then, go to Settings -> Developer Options and enable "Show Touches".

This shows the small pointer/dot when you press on the screen, as is often seen in emulators.

There's some possibly-dangerous options here, so please make sure you understand what they do before trying them! :)