This might give you a good overview of the most straight forward way of creating smoke in Fusion:
http://compositing.tv/Research/SmokeSimulation/
You can do really fancy things about the dynamics of the particles, but the lighting will be mostly a combination of tricks with duplicating the smoke, creating additional emissions, masking and color correction.
The method above is good for making thin or distant smoke. For dense plums with interactive lighting, which you see close up, you should look for other solutions.