The small particles rub against each other, exchanging electrons and create a huge electrical potential. It's like billions of rubber balloons rubbing against each other in a dry environment. That's the Star Trek explanation, but it's really pretty simple. It's the same thing that happens in clouds to produce lightning during a thunderstorm, only that occurs with water vapor molecules.

The same phenomenon occurs when a rocket or missile is launched. Designers of the launch platforms have to take care that the platforms are grounded properly so that charges from the gas / particle plume of launching rockets / missiles do not cause a damaging charge that affects components.